| MICHÁLEK, Jaroslav, Lucie DOUDOVÁ and Marek SEDLAČÍK. A comparison of two parametric ROC curves estimators in binormal model. In Proceedings of the 23rd International Conference Mathematical methods in Economics 2005. Hradec Králové: GAUDEAMUS Univerzita Hradec Králové,, 2005, p. 256 - 261, 11 pp. ISBN 80-7041-53. |
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@inproceedings{573503,
author = {Michálek, Jaroslav and Doudová, Lucie and Sedlačík, Marek},
address = {Hradec Králové},
booktitle = {Proceedings of the 23rd International Conference Mathematical methods in Economics 2005},
keywords = {ROC curve; CDF; empirical CDF; the weighted regression estimator; simulations},
language = {eng},
location = {Hradec Králové},
isbn = {80-7041-53},
pages = {256 - 261},
publisher = {GAUDEAMUS Univerzita Hradec Králové,},
title = {A comparison of two parametric ROC curves estimators in binormal model},
year = {2005}
}
TY - JOUR
ID - 573503
AU - Michálek, Jaroslav - Doudová, Lucie - Sedlačík, Marek
PY - 2005
TI - A comparison of two parametric ROC curves estimators in binormal model
PB - GAUDEAMUS Univerzita Hradec Králové,
CY - Hradec Králové
SN - 80704153
KW - ROC curve
KW - CDF
KW - empirical CDF
KW - the weighted regression estimator
KW - simulations
N2 - The receiver operating characteristic curve ROC(t) plays an important role in many economic branches when it is necessary to classify between two populations. There are several approaches how to estimate it: classical estimator based on the empirical CDF, the weighted regression estimator, the estimator based on the best unbiased CDF estimator, non-parametric approaches based on the kernels or bootstraping. In the contribution the binormal model is considered and the attention is concentrated on the comparison of two parametric methods. The first one is the method of reweighted least squares where weights depend on the response variable. The second one is based on the best unbiased CDF estimator. The comparison of both methods will be demonstrated by simulations and the performance of both methods will be discussed for small sample sizes.
ER -
MICHÁLEK, Jaroslav, Lucie DOUDOVÁ and Marek SEDLAČÍK. A comparison of two parametric ROC curves estimators in binormal model. In \textit{Proceedings of the 23rd International Conference Mathematical methods in Economics 2005}. Hradec Králové: GAUDEAMUS Univerzita Hradec Králové,, 2005, p.~256 - 261, 11 pp. ISBN~80-7041-53.
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