BEST ESTIMATION OF A BINARY OUTCOME IN THE SENSE OF KS AND AROC

DOI10.1081/STA-120006066MaRDI QIDQ4449059zbMATH OpenOpenAlexFDO

Authors

Publication date 4 February 2004

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120006066

zbMATH Keywords

AROCROC curveRegressionKolmogorov-Smirnov separation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)

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Cites work

• The area above the ordinal dominance graph and the area below the receiver operating characteristic graph

Cited in

(2)

• Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss
• Consistency of the estimator of binary response models based on AUC maximization

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