ROC Curves for Continuous Data - Wojtek J. Krzanowski, David J. Hand

ROC Curves for Continuous Data

Buch | Hardcover
256 Seiten
2009
Crc Press Inc (Verlag)
978-1-4398-0021-8 (ISBN)
105,95 inkl. MwSt
Bringing together relevant material to impart a clear understanding of how to analyze ROC curves, this book covers the fundamental theory as well as various special topics. It offers illustrative examples of the major methodological developments and includes as much of the mathematical theory as necessary without making the treatment too dense.
Since ROC curves have become ubiquitous in many application areas, the various advances have been scattered across disparate articles and texts. ROC Curves for Continuous Data is the first book solely devoted to the subject, bringing together all the relevant material to provide a clear understanding of how to analyze ROC curves.

The fundamental theory of ROC curvesThe book first discusses the relationship between the ROC curve and numerous performance measures and then extends the theory into practice by describing how ROC curves are estimated. Further building on the theory, the authors present statistical tests for ROC curves and their summary statistics. They consider the impact of covariates on ROC curves, examine the important special problem of comparing two ROC curves, and cover Bayesian methods for ROC analysis.

Special topicsThe text then moves on to extensions of the basic analysis to cope with more complex situations, such as the combination of multiple ROC curves and problems induced by the presence of more than two classes. Focusing on design and interpretation issues, it covers missing data, verification bias, sample size determination, the design of ROC studies, and the choice of optimum threshold from the ROC curve. The final chapter explores applications that not only illustrate some of the techniques but also demonstrate the very wide applicability of these techniques across different disciplines.

With nearly 5,000 articles published to date relating to ROC analysis, the explosive interest in ROC curves and their analysis will continue in the foreseeable future. Embracing this growth of interest, this timely book will undoubtedly guide present and future users of ROC analysis.

Wojtek J. Krzanowski is Emeritus Professor of Statistics at the University of Exeter and Senior Research Investigator at Imperial College. Dr. Krzanowski’s research interests include multivariate analysis, statistical modeling, classification, and computational methods. He has published 6 books, over 30 book contributions, and 100 articles in scientific journals. David J. Hand is head of the statistics section and head of the mathematics in banking and finance program at Imperial College. Currently president of the Royal Statistical Society, Dr. Hand has been a recipient of the Guy Medal of the Royal Statistical Society, the Royal Society Wolfson Research Merit Award, and the IEEE ICDM Research Contributions Award. He has published extensively on a wide range of statistical topics.

Introduction. Population ROC Curves. Estimation. Further Inference on Single Curves. ROC Curves and Covariates. Comparing ROC Curves. Bayesian Methods. Beyond the Basics. Design and Interpretation Issues. Substantive Applications. Appendix. References.

Erscheint lt. Verlag 1.6.2009
Reihe/Serie Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Zusatzinfo 4 Tables, black and white; 13 Illustrations, black and white
Verlagsort Bosa Roca
Sprache englisch
Maße 156 x 234 mm
Gewicht 630 g
Themenwelt Mathematik / Informatik Informatik Datenbanken
Mathematik / Informatik Informatik Theorie / Studium
Mathematik / Informatik Mathematik
Naturwissenschaften Biologie
ISBN-10 1-4398-0021-9 / 1439800219
ISBN-13 978-1-4398-0021-8 / 9781439800218
Zustand Neuware
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