Empirical and Kernel Estimation of the ROC Curve

Empirical and Kernel Estimation of the ROC Curve

The paper presents chosen methods for estimating the ROC (Receiver Operating Characteristic) curve, including parametric and nonparametric procedures. Nonparametric  approach may involve the use of empirical method or kernel method of the ROC curve estimation. In the analysis, an attempt of comparis...

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Bibliographic Details
Main Author: Aleksandra Katarzyna Baszczyńska
Format: Article
Language:English
Published: Lodz University Press 2015-05-01
Series:Acta Universitatis Lodziensis. Folia Oeconomica
Subjects:
ROC curve
empirical estimator
kernel method
smoothing parameter
kernel function
Online Access:https://czasopisma.uni.lodz.pl/foe/article/view/574
id doaj-2304248b0f954c2db5aeee43c19ea1b6
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spelling doaj-2304248b0f954c2db5aeee43c19ea1b62020-11-25T02:20:58ZengLodz University PressActa Universitatis Lodziensis. Folia Oeconomica0208-60182353-76632015-05-011311242Empirical and Kernel Estimation of the ROC CurveAleksandra Katarzyna Baszczyńska0University of ŁódźThe paper presents chosen methods for estimating the ROC (Receiver Operating Characteristic) curve, including parametric and nonparametric procedures. Nonparametric  approach may involve the use of empirical method or kernel method of the ROC curve estimation. In the analysis, an attempt of comparison of empirical and kernel ROC estimators is done, considering the impact of sample size, choice of smoothing parameter and kernel function in kernel estimation on the results of the estimation. Based on the results of simulation studies, some suggestions, useful in the procedures of nonparametric ROC curve are determined.https://czasopisma.uni.lodz.pl/foe/article/view/574ROC curveempirical estimatorkernel methodsmoothing parameterkernel function
collection DOAJ
language English
format Article
sources DOAJ
author Aleksandra Katarzyna Baszczyńska
spellingShingle Aleksandra Katarzyna Baszczyńska
Empirical and Kernel Estimation of the ROC Curve
Acta Universitatis Lodziensis. Folia Oeconomica
ROC curve
empirical estimator
kernel method
smoothing parameter
kernel function
author_facet Aleksandra Katarzyna Baszczyńska
author_sort Aleksandra Katarzyna Baszczyńska
title Empirical and Kernel Estimation of the ROC Curve
title_short Empirical and Kernel Estimation of the ROC Curve
title_full Empirical and Kernel Estimation of the ROC Curve
title_fullStr Empirical and Kernel Estimation of the ROC Curve
title_full_unstemmed Empirical and Kernel Estimation of the ROC Curve
title_sort empirical and kernel estimation of the roc curve
publisher Lodz University Press
series Acta Universitatis Lodziensis. Folia Oeconomica
issn 0208-6018
2353-7663
publishDate 2015-05-01
description The paper presents chosen methods for estimating the ROC (Receiver Operating Characteristic) curve, including parametric and nonparametric procedures. Nonparametric  approach may involve the use of empirical method or kernel method of the ROC curve estimation. In the analysis, an attempt of comparison of empirical and kernel ROC estimators is done, considering the impact of sample size, choice of smoothing parameter and kernel function in kernel estimation on the results of the estimation. Based on the results of simulation studies, some suggestions, useful in the procedures of nonparametric ROC curve are determined.
topic ROC curve
empirical estimator
kernel method
smoothing parameter
kernel function
url https://czasopisma.uni.lodz.pl/foe/article/view/574
work_keys_str_mv AT aleksandrakatarzynabaszczynska empiricalandkernelestimationoftheroccurve
_version_ 1724868526013939712

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