The main objective of this paper is to propose a novel approach for model comparisons when ROC curves show intersections. We investigate in a theoretical framework the relationship between ROC orderings and stochastic dominance and we propose alternative indicators that could substitute the common AUC measure. We also provide empirical evidence based on a real data set.
Making classifier performance comparisons when Receiver Operating Characteristic curves intersect / Figini, S.; Gigliarano, Chiara; Muliere, P.. - In: QUADERNI DI STATISTICA. - ISSN 1594-3739. - 14:(2012), pp. 105-108.
Making classifier performance comparisons when Receiver Operating Characteristic curves intersect
GIGLIARANO, Chiara;
2012-01-01
Abstract
The main objective of this paper is to propose a novel approach for model comparisons when ROC curves show intersections. We investigate in a theoretical framework the relationship between ROC orderings and stochastic dominance and we propose alternative indicators that could substitute the common AUC measure. We also provide empirical evidence based on a real data set.File in questo prodotto:
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