Reducing the overfitting in the gROC curve estimation

The generalized receiver-operating characteristic, gROC, curve considers the classification ability of diagnostic tests when both larger and lower values of the marker are associated with higher probabilities of being positive. Its empirical estimation implies to select the best classification subse...

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Bibliographic Details
Published in:	Computational statistics Vol. 39; no. 2; pp. 1005 - 1022
Main Authors:	Martínez-Camblor, Pablo, Díaz-Coto, Susana
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2024 Springer Nature B.V
Subjects:	Algorithms Classification Computer simulation Economic Theory/Quantitative Economics/Mathematical Methods Empirical analysis Mathematics and Statistics Monte Carlo simulation Original Paper Probability and Statistics in Computer Science Probability Theory and Stochastic Processes Statistics Diagnostic problem gROC curve Binary classification problem Cross-validation Overfitting
ISSN:	0943-4062, 1613-9658
Online Access:	Get full text
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