TY  - ADVS
AU  - Tasche,Dirk
TI  - Validation techniques II: discriminatory power and calibration 
T2  - Quantitative financial risk management : fundamentals, models and techniques,
PY  - 2007///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial risk management
N1  - Animated audio-visual presentations with synchronized narration; Title from title frames; Contents: Validation principles -- Predictive ability, discriminatory power and PD calibration -- Cumulative accuracy profile (CAP) -- Accuracy ratio (AR) -- Receiver Operating Characteristic -- Kolmogorov-Smirnov statistic -- Conditional and unconditional tests -- Binomial test -- Hosmer-Lemeshow test -- Spiegelhalter test -- Normal test; Access restricted to subscribers
UR  - https://hstalks.com/bm/17/
UR  - https://hstalks.com/bm/p/5/
ER  -