Distortion risk measures, ROC curves, and distortion divergence

DOI10.1515/strm-2017-0012zbMath1392.62312OpenAlexW2612474564MaRDI QIDQ1688727

Johannes M. Schumacher

Publication date: 11 January 2018

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://pure.uva.nl/ws/files/43673093/_Statistics_amp_Risk_Modeling_Distortion_risk_measures_ROC_curves_and_distortion_divergence.pdf

zbMATH Keywords

hypothesis testingdivergencerisk measuresreceiver operating characteristic

Mathematics Subject Classification ID

Cites Work

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