Distortion risk measures, ROC curves, and distortion divergence
Work
Year: 2017
Type: article
Abstract: Distortion functions are employed to define measures of risk. Receiver operating characteristic (ROC) curves are used to describe the performance of parametrized test families in testing a simple nul... more
Source: Statistics & Risk Modeling
Author Johannes Schumacher
Institution University of Amsterdam
Cites: 35
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 47.41
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green