Bounds on concordance-based validation statistics in regression models for binary responses

DOI10.1007/s11009-017-9613-0zbMath1428.62342OpenAlexW2612127528MaRDI QIDQ2282729

Julien Trufin, M'hamed Mesfioui, Michel M. Denuit

Publication date: 19 December 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A179286/datastream/PDF_01/view

zbMATH Keywords

correlationconditional expectationlogistic regressionGLMconcordance and discordance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12) Applications of statistics to psychology (62P15)

Related Items

Bounds on Spearman's rho when at least one random variable is discrete ⋮ Concordance-based predictive measures in regression models for discrete responses

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