Model assessment for predictive classification models

DOI10.1080/03610920903243751zbMATH Open1202.62141OpenAlexW2155254902MaRDI QIDQ3064067FDOQ3064067

Authors: Silvia Figini, Pierpaolo Uberti 

Publication date: 20 December 2010

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903243751

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zbMATH Keywords

model comparisonloss functionconfusion matrixthreshold criteria

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Statistical decision theory (62C99)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• A new look at the statistical model identification
• Title not available (Why is that?)
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• Model Selection: An Integral Part of Inference
• Measuring the accuracy of diagnostic systems
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Cited In (8)

• On multi-class prediction of issuer credit ratings
• A new approach in model selection for ordinal target variables
• An economic model for credit assessment problems using screening approaches
• Optimal cut-off for rare events and unbalanced misclassification costs
• Title not available (Why is that?)
• Predicting binary outcomes
• Applications and extensions of cost curves to marine container inspection
• Title not available (Why is that?)

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