D 2006

Comparative Study of the Estimation of the Area Under the ROC Curves

HOROVÁ, Ivanka, Marie FORBELSKÁ and Jiří ZELINKA

Basic information

Original name

Comparative Study of the Estimation of the Area Under the ROC Curves

Name in Czech

Srovnávací studie odhadu plochy pod ROC křivkou

Authors

HOROVÁ, Ivanka (203 Czech Republic, guarantor), Marie FORBELSKÁ (203 Czech Republic) and Jiří ZELINKA (203 Czech Republic)

Edition

Pamplona, Proceedings of the International Workshop on Spatio-Temporal Modelling (METMA3), p. 177-180, 4 pp. 2006

Publisher

Instituto de Estadisica de Navarra

Other information

Language

English

Type of outcome

Stať ve sborníku

Field of Study

10103 Statistics and probability

Country of publisher

Spain

Confidentiality degree

není předmětem státního či obchodního tajemství

RIV identification code

RIV/00216224:14310/06:00015971

Organization unit

Faculty of Science

ISBN

84-9769-139-3

Keywords in English

ROC curve; parametric estimate; nonparametric estimate

Tags

Tags

International impact
Změněno: 16/1/2007 22:23, Mgr. Jiří Zelinka, Dr.

Abstract

ORIG CZ

V originále

The aim of this contribution is to compare several methods of estimating the area under the reciever operating characteristic (ROC) curve for continous - scale diagnostic tests. The area under ROC curve is frequently used as a measure for the effectivness of diagnostic markers. Let AUC denote the area under this curve. Different estimates of the AUC are based on different approaches to estimating the ROC curve. In the present paper we investigate (i) parametric approach based on normal distribution or eliptically contoured distribution and (ii) nonparametric approach based on kernel smoothing.

In Czech

Cílem příspěvku je porovnat metody pro odhad plochy pod ROC křivkou.Plocha pod ROC křivkou je často užívána jako míra efektivity diagnostických markerů.Různé odhady plochy pod křivkou (AUC)jsou založeny na různých odhadech ROC křivky.V článku jsou uvedeny parametrické a neparametrické metody odhadu.

Links

GA402/04/1308, research and development project
Name: Klasifikační modely a porovnání jejich prediktivních vlastností
Investor: Czech Science Foundation, Classification models and the assessment of their predictive properties
LC06024, research and development project
Name: Centrum Jaroslava Hájka pro teoretickou a aplikovanou statistiku
Investor: Ministry of Education, Youth and Sports of the CR, Jaroslav Hájek Center for Theoretical and Applied Statistics