The main objective of this paper is to propose a novel approach for model comparisons when ROC curves show one or more intersections. We investigate in a theoretical framework the relationship between ROC orderings and stochastic dominance, and we propose alternative indicators for performance evaluation.

Some results on stochastic comparisons of ROC curves

GIGLIARANO, CHIARA;
2012-01-01

Abstract

The main objective of this paper is to propose a novel approach for model comparisons when ROC curves show one or more intersections. We investigate in a theoretical framework the relationship between ROC orderings and stochastic dominance, and we propose alternative indicators for performance evaluation.
2012
SIS
Atti del Convegno della XLVI Riunione Scientifica SIS
9788861298828
-
Roma
20-22 Giugno 2012
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11383/2044621
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