The Generalized Receiver Operating Characteristic Curve

The problem is to predict whether a random outcome is a "success" (R=1) or a "failure" (R=0) given a continuous variable Z. The performance of a prediction rule $D=D(Z)\in \{1,0\}$ boils down to two probabilities, beta =Pr (D=1

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Year of publication:	2016
Authors:	Kauppi, Heikki
Publisher:	Turku : Aboa Centre for Economics (ACE)
Subject:	classification problem \| receiver operating characteristic (ROC) curve \| likelihood ratio rule \| semi-parametric estimation \| non-parametric estimation

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Series:	Discussion paper ; 114
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	hdl:10419/233329 [Handle] RePEc:tkk:dpaper:dp114 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10012503067