Distortion risk measures, ROC curves, and distortion divergence
Year of publication: |
2018
|
---|---|
Authors: | Schumacher, Johannes M. |
Published in: |
Statistics & Risk Modeling. - De Gruyter, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 35.2018, 1-2, p. 35-50
|
Publisher: |
De Gruyter |
Subject: | Risk measures | hypothesis testing | receiver operating characteristic | divergence |
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