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Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses

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  • Denuit, Michel
  • Mesfioui, Mhamet
  • Trufin, Julien

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  • Denuit, Michel & Mesfioui, Mhamet & Trufin, Julien, 2016. "Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses," LIDAM Discussion Papers ISBA 2016046, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2016046
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    References listed on IDEAS

    as
    1. Neslehová, Johanna, 2007. "On rank correlation measures for non-continuous random variables," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 544-567, March.
    2. Mesfioui, Mhamed & Quessy, Jean-François, 2010. "Concordance measures for multivariate non-continuous random vectors," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2398-2410, November.
    3. Denuit, Michel & Lambert, Philippe, 2005. "Constraints on concordance measures in bivariate discrete data," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 40-57, March.
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