Consistency of the estimator of binary response models based on AUC maximization

DOI10.1007/S10260-013-0229-4MaRDI QIDQ257398zbMATH OpenOpenAlexFDO

Authors Igor Fedotenkov

Publication date 17 March 2016

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-013-0229-4

zbMATH Keywords

consistencyROCAUC maximizationbinary response model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• A Smoothed Maximum Score Estimator for the Binary Response Model
• Closest Empirical Distribution Estimation
• Discrete Choice Methods with Simulation
• Identification of Binary Response Models
• Maximizing area under ROC curve for biometric scores fusion
• Maximizing the area under the ROC curve by pairwise feature combination
• Maximum score estimation of the stochastic utility model of choice
• Robust Reductions from Ranking to Classification
• Semiparametric analysis of binary response from response-based samples
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• The area above the ordinal dominance graph and the area below the receiver operating characteristic graph

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(2)

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