Distortion risk measures, ROC curves, and distortion divergence
type: Item
instance of: scholarly article
title: Distortion risk measures, ROC curves, and distortion divergence
zbMATH Open document ID: 1392.62312
author: Johannes M. Schumacher
published in: Statistics \& Risk Modeling
publication date: 2018-01-11T00:00:00Z
full work available at URL: Statistics amp Risk Modeling Distortion risk measures ROC curves and distortion divergence.pdf
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6824760
zbMATH Keywords: risk measures
zbMATH Keywords: hypothesis testing
zbMATH Keywords: receiver operating characteristic
zbMATH Keywords: divergence
MaRDI profile type: Publication
OpenAlex ID: W2612474564
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DOI: 10.1515/STRM-2017-0012
description: scientific article; zbMATH DE number 6824760