THE DISCRIMINATIVE POWER OF RATING FUNCTIONS Claudia Beinert*, Peter Reichling**, Bodo Vogt*** Abstract We discuss different measures of the
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We show in detail how to identify accounting ratios with high discriminative power , how to calculate confidence intervals for the area below the ROC curve, and
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This discriminative potential can be quantified by the measures of diagnostic This brief review outlines some basic the discriminative power of a test
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6 déc 2011 · Conclusions: From a statistical point of view, the discriminative power appears for both the global ratings and the composite measures
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apply a generalised assessment process for model discriminatory power (or what discriminatory measures cannot be the sole measures of a rating system are
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THE DISCRIMINATIVE POWER OF RATING FUNCTIONS
THE DISCRIMINATIVE POWER OF RATING FUNCTIONS Claudia Beinert*, Peter Reichling**, Bodo Vogt*** Abstract We discuss different measures of the
[PDF] Estimating discriminatory power and PD curves when the number of
5 mar 2010 · Section 3: The estimation of discriminatory power of a score function the close relationship between discriminatory power as measured by area URL http:// home comcast net/~tom fawcett/public_html/papers/ROC101 pdf
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