Utility functions that lead to the likelihood ratio as a relative model performance measure

DOI10.1007/s00362-005-0284-5zbMath1104.62006OpenAlexW2063644206MaRDI QIDQ864911

Sven Sandow, Craig Friedman

Publication date: 13 February 2007

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-005-0284-5

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99) Empirical decision procedures; empirical Bayes procedures (62C12)

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• MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS
• Exposition of a New Theory on the Measurement of Risk

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