The main objective of this paper is to propose a novel approach for model comparisons when ROC curves show one or more intersections. We investigate in a theoretical framework the relationship between ROC orderings and stochastic dominance, and we propose alternative indicators for performance evaluation.
Some results on stochastic comparisons of ROC curves / S., Figini; Gigliarano, Chiara; P., Muliere. - (2012).
Some results on stochastic comparisons of ROC curves
GIGLIARANO, Chiara;
2012-01-01
Abstract
The main objective of this paper is to propose a novel approach for model comparisons when ROC curves show one or more intersections. We investigate in a theoretical framework the relationship between ROC orderings and stochastic dominance, and we propose alternative indicators for performance evaluation.File in questo prodotto:
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