Comparing the Estimates of ROC Curves by Modeling Methods

Warning

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

Authors	MICHÁLEK Jaroslav VESELÝ Vítězslav
Year of publication	2010
Type	Article in Periodical
Magazine / Source	Cybernetics and Systems Analysis
MU Faculty or unit	Faculty of Economics and Administration
Citation
Web	http://www.springerlink.com/content/j596101762508156/fulltext.pdf
Field	Applied statistics, operation research
Keywords	ROC curve; nonparametricestimate; semiparametric estimate; modeling; binormal model
Description	Parameter estimation problems are investigated using the ROC curve approach. We compare several parametric,semiparametric and nonparametric estimates of ROC curves on the assumption that the model is binormal. Our comparison is based on the analysis of numerical examples: we use generalized least square method for parametric estimation, functional modeling for semiparametric, and sdf for nonparametric estimation.
Related projects:	Dynamic Geovisualisation in Crises Management