On boundary correction in kernel estimation of ROC curves

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F07%3A00022320" target="_blank" >RIV/00216224:14310/07:00022320 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

On boundary correction in kernel estimation of ROC curves

Popis výsledku v původním jazyce

The Receiver Operating Characteristic (ROC) curve is a statistical tool for evaluating the accuracy of diagnostics tests. The empirical ROC curve is the most commonly used non-parametric estimator for the ROC curve. To derive a smooth estimate for the ROC curve, we use a kernel smoothing method which has better statistical properties than empirical. By this process we need to estimate a distribution function. It is well known now that kernel distribution estimators are not consistent when estimating a distribution function near the boundary of its support. This problem is known as ``boundary effects". To avoid these difficulties we use the technique, which is a kind of generalized reflection method involving reflecting a transformation of the data. Theproposed method generates a class of boundary corrected estimators.

Název v anglickém jazyce

On boundary correction in kernel estimation of ROC curves

Popis výsledku anglicky

The Receiver Operating Characteristic (ROC) curve is a statistical tool for evaluating the accuracy of diagnostics tests. The empirical ROC curve is the most commonly used non-parametric estimator for the ROC curve. To derive a smooth estimate for the ROC curve, we use a kernel smoothing method which has better statistical properties than empirical. By this process we need to estimate a distribution function. It is well known now that kernel distribution estimators are not consistent when estimating a distribution function near the boundary of its support. This problem is known as ``boundary effects". To avoid these difficulties we use the technique, which is a kind of generalized reflection method involving reflecting a transformation of the data. Theproposed method generates a class of boundary corrected estimators.

Druh

O - Ostatní výsledky

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

<a href="/cs/project/LC06024" target="_blank" >LC06024: Centrum Jaroslava Hájka pro teoretickou a aplikovanou statistiku</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2007

Kód důvěrnosti údajů

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