On Bootstrapping the ROC Curve

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On Bootstrapping the ROC Curve
This paper is devoted to thoroughly investigating how to bootstrap the ROC curve, a widely used visual tool for evaluating the accuracy of test/scoring statistics in the bipartite setup. The issue of confidence bands for the ROC curve is considered and a resampling procedure based on a smooth version of the empirical distribution called the "smoothed bootstrap" is introduced. Theoretical arguments and simulation results are presented to show that the "smoothed bootstrap" is preferable to a "naive" bootstrap in order to construct accurate confidence bands.
Patrice Bertail, Stéphan Clémen&cced
Added 30 Oct 2010
Updated 30 Oct 2010
Type Conference
Year 2008
Where NIPS
Authors Patrice Bertail, Stéphan Clémençon, Nicolas Vayatis
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