Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk

This paper compares four calibration approaches to linear logistic regression in credit risk estimation and proposes two new single-parameter families of

A Machine Learning-based DSS for mid and long-term company crisis

Bayes Factor for Evaluative Purposes

Calibration alternatives to logistic regression and their

Backtesting of a probability of default model in the point-in-time

PDF) The art of probability-of-default curve calibration

Calibration alternatives to logistic regression and their

PDF) Assessing Credit Default using Logistic Regression and

Validation and updating of risk models based on multinomial

Methods for Evaluation of medical prediction Models, Tests And

Calibration alternatives to logistic regression and their