Search Results - subject:"area under the ROC curve"

Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers

Chen, Xiwei; Vexler, Albert; Markatou, Marianthi - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 186-198

A novel smoothed empirical likelihood (EL) approach that incorporates kernel estimation of the area under the receiver operating characteristic curve (AUC) to construct nonparametric confidence intervals of AUC based on the best linear combination (BLC) of biomarkers is proposed. The method has...

Persistent link: https://www.econbiz.de/10011117709

Selection bias in credit scorecard evaluation

Hand, D. J.; Adams, Niall M. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 408-415

Persistent link: https://www.econbiz.de/10010251695

Assessing classifiers in terms of the partial area under the ROC curve

Yousef, Waleed A. - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 51-70

Assessing classifiers using the partial area under the ROC curve (PAUC) (or its equivalent, “separability”, that is a …

Persistent link: https://www.econbiz.de/10011056474

Accurate higher-order likelihood inference on <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$P(Y>X)$$</EquationSource> </InlineEquation>

Cortese, Giuliana; Ventura, Laura - In: Computational Statistics 28 (2013) 3, pp. 1035-1059

The stress-strength reliability <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$R=P(YX)$$</EquationSource> </InlineEquation>, where <InlineEquation ID="IEq5"> <EquationSource Format="TEX">$$X$$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq6"> <EquationSource Format="TEX">$$Y$$</EquationSource> </InlineEquation> are independent continuous random variables, has obtained wide attention in many areas of application, such as in engineering statistics and biostatistics. Classical likelihood-based inference about <InlineEquation ID="IEq7"> <EquationSource Format="TEX">$$R$$</EquationSource> </InlineEquation> has been widely...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>

Persistent link: https://www.econbiz.de/10010998481

Uncertainty estimation with a finite dataset in the assessment of classification models

Chen, Weijie; Yousef, Waleed A.; Gallas, Brandon D.; … - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1016-1027

AUC (area under the ROC curve) under two paradigms: a smoothed cross-validation paradigm and an independent validation …

Persistent link: https://www.econbiz.de/10010871451