On the three-way equivalence of AUC in credit scoring with tied scores (Q5078366)
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scientific article; zbMATH DE number 7530841
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| English | On the three-way equivalence of AUC in credit scoring with tied scores |
scientific article; zbMATH DE number 7530841 |
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On the three-way equivalence of AUC in credit scoring with tied scores (English)
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23 May 2022
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concordant pair
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discordant pair
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receiver operating characteristic (ROC)
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tied pair
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the area under curve (AUC)
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Wilcoxon rank-sum statistic
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