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

Investor logo

Warning

This publication doesn't include Faculty of Economics and Administration. It includes Faculty of Science. Official publication website can be found on muni.cz.
Authors

HOROVÁ Ivanka FORBELSKÁ Marie ZELINKA Jiří

Year of publication 2006
Type Article in Proceedings
Conference Proceedings of the International Workshop on Spatio-Temporal Modelling (METMA3)
MU Faculty or unit

Faculty of Science

Citation
Field Applied statistics, operation research
Keywords ROC curve; parametric estimate; nonparametric estimate
Description 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.
Related projects:

You are running an old browser version. We recommend updating your browser to its latest version.