Publication details

Comparing the Estimates of ROC Curves by Modeling Methods


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

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.
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