We propose serial correlation robust asymptotic confidence bands for the receiver operating characteristic (ROC) curves estimated by quasi-maximum likelihood in the binormal model. Our simulation experiments confirm that this new method performs fairly well in finite samples. The conventional procedure is found to be markedly undersized in terms of yielding empirical coverage probabilities lowe...

A mathematical description of fusion is presented using category theory. A category of fusion rules is developed. The category definition is derived for a model of a classification system beginning with an event set and leading to the final labeling of the event. Functionals on receiver operating characteristic (ROC) curves are developed to form a partial ordering of families of classification ...

ISSN 2277 5048 | © 2012 Bonfring Abstract--In recent years the Receiver Operating Characteristic (ROC) curves received much attention in medical diagnosis for classifying the subjects into one of the two groups. Many researchers have provided the mathematical formulation of the curve by assuming some specific distribution. Conventionally, much work has been carried out by assuming normal distri...

Assessing the discriminative power of rating systems is an important question to banks and to regulators. In this article we analyze the Cumulative Accuracy Profile (CAP) and the Receiver Operating Characteristic (ROC) which are both commonly used in practice. We give a test-theoretic interpretation for the concavity of the CAP and the ROC curve and demonstrate how this observation can be used ...

The receiver operating characteristic (ROC) curve, which is defined as a plot of test sensitivity as they coordinate versus its 1-specificity or false positive rate (FPR) as the x coordinate, is an effective method of evaluating the performance of diagnostic tests. The purpose of this article is to provide a nonmathematical introduction to ROC analysis. Important concepts involved in the correc...

There are different approaches in the literature for the assessment of steganographic algorithms and steganalytic attacks. In the early papers it was considered sufficient to show the existence of an effect for one or a few examples only. The more the area of steganography evolved, the more diverse became the goals and the harder to measure the improvements. Many branches of science are facing ...

This paper applies receiver operating characteristics (ROC) analysis to M3 Competition, micro monthly time series for one-month-ahead forecasts. Using the partial area under the curve (PAUC) criterion as a forecast accuracy measure and paired-comparison testing via bootstrapping, we find that complex methods (AutomatANN, Flores-Pearce2, Forecast ProSmart FCS, and Theta) perform best for forecas...

UNLABELLED Receiver operating characteristic (ROC) analysis is usually applied in bioinformatics to evaluate the abilities of biological markers to differentiate between the presence or absence of a disease. It includes the derivation of the useful scalar performance measure area under the ROC curve for binary classification tasks. As real applications often deal with more than two classes, mul...