Estimation of the Optimal Threshold Using Kernel Estimate and ROC Curve Approaches
Credit Line Analysis plays a very important role in the housing market, especially with the situation of large number of frozen loans during the current financial crisis. In this thesis, we apply the methods of kernel estimate and the Receiver Operating Characteristic (ROC) curve in the credit loan...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
Digital Archive @ GSU
2011
|
| Subjects: | |
| Online Access: | http://digitalarchive.gsu.edu/math_theses/107 http://digitalarchive.gsu.edu/cgi/viewcontent.cgi?article=1108&context=math_theses |