Discriminatory Power - An Obsolete Validation Criterion?
By Manuel Lingo, G. Winkler. 2008
14 citations recorded by the source corpus.
Subfields: Accounting, Finance
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Citations in the corpus
- Distill-and-Compare: Auditing Black-Box Models Using Transparent Model Distillation (2017, background): “Another explanation is post-processing by risk scoring model creators to reduce sensitivity in less important parts of the risk score scale and enhance separation in more important parts of the scale [23]. We make the reasonable assumption that risk scores should be monotonic and well-calibrated [23”