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Extensions of Bi-normal ROC Analysis to Bi-ECD Case

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F07%3A00033153" target="_blank" >RIV/00216224:14310/07:00033153 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Extensions of Bi-normal ROC Analysis to Bi-ECD Case

  • Original language description

    Receiver operating characteristic (ROC) analysis, which yields indices of accuracy such as the area under the curve (AUC), is increasingly being used to evaluate the performances of a two-class classifier that produce results on continuous scales. The most common method of ROC analysis is based on the bi-normal model. In this paper the attention is concerned with a more general fully parameterized bi-distributional model assuming elliptically contoured distributions (ECD). This family includes as particular cases the following distributions: the normal, the t-Student, the Pearson type II and VII, the Kotz type, the logistic, the Laplace (also so-called double exponential), the contaminated normal, among many others.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2007

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Summer School DATASTAT 06

  • ISBN

    978-80-210-4493-7

  • ISSN

  • e-ISSN

  • Number of pages

    18

  • Pages from-to

  • Publisher name

    Masaryk University

  • Place of publication

    Brno

  • Event location

    Brno

  • Event date

    Jan 1, 2007

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article