Neparametrické odhady ROC křivky

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Title in English Nonparametric estimates of ROC curve
Authors

KOLÁČEK Jan

Year of publication 2009
Type Article in Proceedings
Conference Firma a konkurenční prostředí 2009
MU Faculty or unit

Faculty of Science

Citation
Field General mathematics
Keywords ROC curve; kernel estimates
Description ROC curve is one of the important indicators describing the quality of partial processes of a company. It is instrumental primarily to comparison of several developed models, evaluation of their accuracy and gives an illustrative overview of their discriminatory characteristics. This work is focused on nonparametric estimates of ROC curve, in particular kernel estimates. There are given their basic properties and also is given a description of solutions to problems that arise in these estimates. Finally, this approach is applied to real data.
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