On the three-way equivalence of AUC in credit scoring with tied scores

DOI10.1080/03610926.2018.1435814OpenAlexW2790900497MaRDI QIDQ5078366FDOQ5078366

Edward Zeng, Guoping Zeng

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1435814

zbMATH Keywords

receiver operating characteristic (ROC)Wilcoxon rank-sum statisticconcordant pairdiscordant pairthe area under curve (AUC)tied pair

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A simple generalisation of the area under the ROC curve for multiple class classification problems
• On the existence of maximum likelihood estimates for weighted logistic regression
• A unified definition of mutual information with applications in machine learning
• Metric divergence measures and information value in credit scoring
• A comparison study of computational methods of Kolmogorov–Smirnov statistic in credit scoring
• Invariant properties of logistic regression model in credit scoring under monotonic transformations

Cited In (4)

• A graphic and tabular variable deduction method in logistic regression
• On the analytical properties of category encodings in logistic regression
• On the relationship between multicollinearity and separation in logistic regression
• On the confusion matrix in credit scoring and its analytical properties

This page was built for publication: On the three-way equivalence of AUC in credit scoring with tied scores

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5078366)