Some results on stochastic comparisons of ROC curves
Silvia Figini, Chiara Gigliarano, Pietro Muliere · IrInSubria (University of Insubria) · 2012
The main objective of this paper is to propose a novel approach for model comparisons when ROC curves show one or more intersections. We investigate in a theoretical framework the relationship between ROC orderings and stochastic dominance, and we propose alternative indicators for performance evaluation.