Null distribution of volume under ordered threeclass ROC surface (VUS) with continuous measurements

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DOI码:10.1109/LSP.2018.2877930

发表刊物:IEEE Signal Processing Letters

项目来源:National Natural Science Foundation of China under Grant 61771148, Grant U1501251, and Grant 6157121

关键字:Null distribution, three-class ROC surface, volume under the ROC surface (VUS).

摘要:the volume under the ordered three-class ROC surface (VUS) for samples following continuous distributions. Based on the asymptotic normality, an approximately normal distribution with exact mean and variance is also proposed, which is hoped to be useful for large-sample scenarios. Moreover, an efficient rank-based formula, in linearithmic time, is established for nonparametric estimation of VUS. Monte Carlo simulations verify the usefulness of the theoretical and algorithmic findings in this letter.

合写作者:孙旭,章云,戴继生

第一作者:刘舜

论文类型:期刊论文

通讯作者:徐维超

卷号:25

期号:12

页面范围:1855-1859

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发表时间:2018-10-24

收录刊物:SCI