Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence

Albert VexlerDepartment of Biostatistics, The State University of New York at Buffalo, Buffalo, NY, USACorrespondence[email protected]
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Georgios AfendrasDepartment of Biostatistics and Jacobs School of Medicine and Biomedical Sciences, The State University of New York at Buffalo, Buffalo, NY, USAView further author information

Marianthi MarkatouDepartment of Biostatistics and Jacobs School of Medicine and Biomedical Sciences, The State University of New York at Buffalo, Buffalo, NY, USAView further author information

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Hannes Kazianka, Anna Morgenbesser & Thomas Nowak. (2022) Assessing the discriminatory power of loss given default models. Journal of Applied Statistics 49:10, pages 2700-2716.
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Irene Hudson, Ainura Tursunalieva & J. Geoffrey Chase. 2022. Recent Advances in Medical Statistics. Recent Advances in Medical Statistics.

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Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence

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Multi-Panel Kendall plot in light of an ROC curve analysis applied to measuring dependence

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