HOROVÁ, Ivanka, Marie FORBELSKÁ and Jiří ZELINKA. Comparative Study of the Estimation of the Area Under the ROC Curves. In Proceedings of the International Workshop on Spatio-Temporal Modelling (METMA3). Pamplona: Instituto de Estadisica de Navarra, 2006, p. 177-180. ISBN 84-9769-139-3.
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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
Original language English
Type of outcome Proceedings paper
Field of Study 10103 Statistics and probability
Country of publisher Spain
Confidentiality degree is not subject to a state or trade secret
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 A convergent matrix, nonparametric estimate, parametric estimate, ROC curve
Tags International impact
Changed by Changed by: Mgr. Jiří Zelinka, Dr., učo 72. Changed: 16/1/2007 22:23.
Abstract
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.
Abstract (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 projectName: Klasifikační modely a porovnání jejich prediktivních vlastností
Investor: Czech Science Foundation, Classification models and the assessment of their predictive properties
LC06024, research and development projectName: 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
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