2 papers
stat.ML2024
Robust performance metrics for imbalanced classification problems
Hajo Holzmann, Bernhard Klar
We show that established performance metrics in binary classification, such as Matthews' correlation coefficient (MCC), Cohen's , the F-score or the Jaccard similarity coefficie…
stat.ME2024
A Pareto tail plot without moment restrictions
Bernhard Klar
We propose a mean functional which exists for any probability distributions, and which characterizes the Pareto distribution within the set of distributions with finite left endpoi…