Krzanowski, Wojtek J.; Hand, David J. - In: Journal of Applied Statistics 38 (2011) 3, pp. 437-450
The maximum vertical distance between a receiver operating characteristic (ROC) curve and its chance diagonal is a common measure of effectiveness of the classifier that gives rise to this curve. This measure is known to be equivalent to a two-sample Kolmogorov--Smirnov statistic; so the absolute...