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S. Satchell and W. Xia, “Parametrical Models of the ROC Curve: Applications to Credit Rating Model Validation,” Quantitative Finance Research Centre Research Paper 181, University of Technology, Sydney, 2006.

has been cited by the following article:

• TITLE: Estimation of Area under Receiver Operating Characteristic Curve for Bi-Pareto and Bi-Two Parameter Exponential Models

  AUTHORS: Bhavna Kaushal, Kanchan Jain, Suresh K. Sharma

  KEYWORDS: ROC; AUROC; Pareto; Two Parameter Exponential; Root Mean Square Error; Mean Absolute Error

  JOURNAL NAME: Open Journal of Statistics, Vol.4 No.1, January 27, 2014

  ABSTRACT: In this paper, we find the ROC curves for Bi-Pareto and Bi-two parameter exponential distributions. Theoretical, parametric and non-parametric values of area under receiver operating characteristic (AUROC) curve for different parametric combinations have been calculated using simulations. These values are compared in terms of root mean square and mean absolute errors. The results are demonstrated for two real data sets.