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• W2612474564 abstract "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 null hypothesis against a simple alternative. This paper provides a connection between distortion functions on the one hand, and ROC curves on the other. This leads to a new interpretation of some well-known classes of distortion risk measures, and to a new notion of divergence between probability measures." @default.
• W2612474564 created "2017-05-19" @default.
• W2612474564 creator A5009130860 @default.
• W2612474564 date "2017-11-11" @default.
• W2612474564 modified "2023-09-27" @default.
• W2612474564 title "Distortion risk measures, ROC curves, and distortion divergence" @default.
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• W2612474564 doi "https://doi.org/10.1515/strm-2017-0012" @default.
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