Making classifier performance comparisons when ROC curves intersect

Computational Statistics and Data Analysis

Volumn 77, Issue , 2014, Pages 300-312

  Gigliarano, Chiara ^a   Figini, Silvia ^b   Muliere, Pietro ^c  

^a UNIVERSITÀ POLITECNICA DELLE MARCHE   (Italy)

^b UNIVERSITY OF PAVIA   (Italy)

^c BOCCONI UNIVERSITY   (Italy)

Author keywords

AUC measure; Classification; Model selection; ROC curve; Stochastic dominance

Indexed keywords

CLASSIFICATION (OF INFORMATION); RISK ASSESSMENT; STATISTICAL MECHANICS; STOCHASTIC SYSTEMS;

AUC MEASURE; CLASSIFIER PERFORMANCE; METHODOLOGICAL APPROACH; MODEL SELECTION; ROC CURVES; SIMULATION STUDIES; STOCHASTIC DOMINANCE; THEORETICAL FRAMEWORK;

STOCHASTIC MODELS;

EID: 84901932942     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2014.03.008     Document Type: Article

References (39)

1. G. Anderson Nonparametric tests of Stochastic dominance in income distributions Econometrica 64 1996 1183 1193 (Pubitemid 126463659)
2. A.B. Atkinson On the measurement of inequality J. Econom. Theory 2 1970 244 263
3. G.F. Barrett, and S.G. Donald Consistent tests for stochastic dominance Econometrica 71 2003 71 104
4. R. Davidson, and J. Duclos Statistical inference for stochastic dominance and for the measurement of poverty and inequality Econometrica 68 2000 1435 1464
5. L.E. Dodd, and M.S. Pepe Partial AUC estimation and regression Biometrics 59 2003 614 623 (Pubitemid 37093400)
6. P. Fishburn Continua of stochastic dominance relations for bounded probability distributions J. Math. Econom. 3 1976 295 311
7. P. Fishburn Continua of stochastic dominance relations for unbounded probability distributions J. Math. Econom. 7 1980 271 285
8. D.J. Hand Measuring classifier performance: a coherent alternative to the area under the ROC curve Mach. Learn. 77 2009 103 123
9. D.J. Hand Evaluating diagnostic tests: the area under the ROC curve and the balance of errors Statist. Medicine 29 2010 1502 1510
10. D.J. Hand, and C. Anagnostopoulos A better Beta for the H measure of classification performance Pattern Recognit. Lett. 40 2012 41 46
11. D.J. Hand Assessing the performance of classification methods Internat. Statist. Rev. 80 2012 400 414
12. D.J. Hand, and C. Anagnostopoulos When is the area under the receiver characteristic curve an appropriate measure of classifier performance? Pattern Recognit. 80 2013 400 414
13. D.J. Hand, and R.J. Till A simple generalization of the area under the ROC curve to multiple class classification problems Mach. Learn. 45 2001 171 186 (Pubitemid 33635984)
14. D.J. Hand, and F. Zhou Evaluating models for classifying customers in retail baking collections J. Oper. Res. Soc. 61 2009 1540 1547
15. F. Hsieh, and B.W. Turnbull Nonparametric and semiparametric estimation of the receiver operating characteristic curve Ann. Statist. 24 1996 25 40
16. F. Klawonn, F. Hoeppner, and S. May An alternative to ROC and AUC analysis of classifiers J. Gama, E. Bradley, J. Hollmen, Advances in Intelligent Data Analysis 2011 Springer Berlin 210 221
17. R. Kohavi, and F. Provost Glossary of terms Mach. Learn. 30 1998 2 3
18. W.J. Krzanowski, and D.J. Hand ROC Curves for Continuous Data 2009 CRC Press - Chapman and Hall New York
19. W. Lee Probabilistic analysis of global performances of diagnostic tests: interpreting the Lorenz curve-based summary measures Statist. Medicine 18 1999 455 471 (Pubitemid 29057372)
20. S.S. Lee Noisy replication in skewed binary classification Comput. Statist. Data Anal. 34 2000 165 191
21. C.J. Lloyd Using smoothed receiver operating characteristic curves to summarize and compare diagnostic systems J. Amer. Statist. Assoc. 93 1998 1356 1364 (Pubitemid 128385547)
22. M.O. Lorenz Methods of measuring the concentration of wealth Publ. Am. Stat. Assoc. 9 1905 209 219
23. L.B. Lusted Signal detectability and medical decision-making Science 171 1971 1217 1219
24. A.W. Marshall, I. Olkin, and B.C. Arnold Inequalities: Theory of Majorization and its Applications second ed. 2011 Springer Berlin
25. D.K. McClish Analyzing a portion of the ROC curve Med. Decis. Mak. 9 1989 190 195
26. A. Mueller, and D. Stoyan Comparison Methods for Stochastic Models and Risks 2002 Wiley New York
27. P. Muliere, and M. Scarsini A note on stochastic dominance and inequality measures J. Economic Theory 49 1989 314 323
28. Park, L.-J., 2005. Learning of neural networks for fraud detection based on a partial area under curve. In: Advances in Neural Networks 2005, Second International Symposium on Neural Networks, Chongqing, China, May 30-June 1 Proceedings, Part II. Lecture Notes in Computer Science, 922-927. (Pubitemid 41314248)
29. M.J. Pencina, and R.B. D'Agostino Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation Statist. Medicine 23 2004 2109 2123 (Pubitemid 38968032)
30. M.J. Pencina, R.B. D'Agostino Sr., R.B. D'Agostino Jr., and R.S. Vasan Evaluating the added predictive ability of a new marker: from area under the ROC curve to reclassification and beyond Statist. Medicine 27 2008 157 172 (Pubitemid 351193639)
31. T. Rolski Order relations in the set of probability distribution functions and their applications in queuing theory Dissertationes Math. 132 1977
32. M. Shaked, and J.G. Shantikumar Stochastic Orders and Their Applications 1994 Academic Press, Inc. Boston
33. A.F. Shorrocks, and J.E. Foster Transfer sensitive inequality measures Rev. Econom. Stud. 54 1987 485 497
34. L.C. Thomas Consumer Credit Models: Pricing, Profit, and Portfolios 2009 Oxford University Press
35. Uno, H., Tian, L., Cai, T., 2009. Comparing risk scoring systems beyond the ROC paradigm in survival analysis, Harvard University Working Paper Series, n. 107.
36. S.D. Walter The partial area under the summary ROC curve Statist. Medicine 24 2005 2025 2040 (Pubitemid 40895557)
37. Z. Wang, and Y.I. Chang Marker selection via maximizing the partial area under the ROC curve of linear risk scores Biostatistics 12 2011 369 385
38. W.A. Yousef Assessing classifiers in terms of the partial area under the ROC curve Comput. Statist. Data Anal. 64 2013 51 70
39. B. Zhang A semiparametric hypothesis testing procedure for the ROC curve area under a density ratio model Computational Statistics and Data Analysis 50 2006 1855 1876 (Pubitemid 43052359)