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stat.AP2023
The Population Resemblance Statistic: A Chi-Square Measure of Fit for Banking
Nelis Potgieter, Corli van Zyl, WD Schutte +1
The Population Stability Index (PSI) is a widely used measure in credit risk modeling and monitoring within the banking industry. Its purpose is to monitor for changes in the popul…
stat.AP2019
Signed Sequential Rank Shiryaev-Roberts Schemes
C van Zyl, F Lombard
We develop Shiryaev-Roberts schemes based on signed sequential ranks to detect a persistent change in location of a continuous symmetric distribution with known median. The in-cont…