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

DOI10.1007/s10260-013-0229-4zbMath1332.62156OpenAlexW2100909648MaRDI QIDQ257398

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

consistencybinary response modelAUC maximizationROC

Mathematics Subject Classification ID

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

Cites Work

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

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