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Two Criteria for Evaluating Risk Prediction Models

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  • R. M. Pfeiffer
  • M. H. Gail

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  • R. M. Pfeiffer & M. H. Gail, 2011. "Two Criteria for Evaluating Risk Prediction Models," Biometrics, The International Biometric Society, vol. 67(3), pages 1057-1065, September.
    • Handle: RePEc:bla:biomet:v:67:y:2011:i:3:p:1057-1065
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2010.01523.x
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    References listed on IDEAS

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    1. Valentino Dardanoni & Antonio Forcina, 1999. "Inference for Lorenz curve orderings," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 49-75.
    2. D. J. Hand & W. E. Henley, 1997. "Statistical Classification Methods in Consumer Credit Scoring: a Review," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 523-541, September.
    3. Y. Huang & M. S. Pepe, 2009. "A Parametric ROC Model-Based Approach for Evaluating the Predictiveness of Continuous Markers in Case–Control Studies," Biometrics, The International Biometric Society, vol. 65(4), pages 1133-1144, December.
    4. Zheng, Buhong & J. Cushing, Brian, 2001. "Statistical inference for testing inequality indices with dependent samples," Journal of Econometrics, Elsevier, vol. 101(2), pages 315-335, April.
    5. Gastwirth, Joseph L, 1971. "A General Definition of the Lorenz Curve," Econometrica, Econometric Society, vol. 39(6), pages 1037-1039, November.
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