Optimal cut-off for rare events and unbalanced misclassification costs

DOI10.1080/02664763.2014.888542OpenAlexW2155094374MaRDI QIDQ5128674

Raffaella Calabrese

Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.888542

zbMATH Keywords

rare eventssmall and medium enterprisescut-offmisclassification costs

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• bootstrap

Cites Work

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• Pareto and Generalized Pareto Distributions
• Robust classification for imprecise environments

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