Misuse of DeLong test to compare AUCs for nested models

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All Models are Wrong, but Many are Useful: Learning a Variable’s Importance by Studying an Entire Class of Prediction Models Simultaneously (2018, background): “…under fairly minor conditions, these estimators are unbiased, asymptotically normal, and have finite-sample probabilistic bounds (Hoeffding, 1948, 1963; Serfling, 1980; see also DeLong et al., 1988 for an early use of U-statistics in machine learning, as well as caveats in Demler et al., 2012).”