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NTIS 바로가기응용통계연구 = The Korean journal of applied statistics, v.21 no.6, 2008년, pp.1065 - 1075
홍종선 (성균관대학교 통계학) , 방글 (성균관대학교 응용통계연구소)
For the model validation of credit rating models, Kolmogorov-Smirnov(K-S) statistic has been widely used as a testing method of discriminatory power from the probabilities of default for default and non-default. For the credit rating works, K-S statistics are to test two identical distribution funct...
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송문섭, 박창순, 이정진 (2003). , 자유아카데미
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