Assessing Classifiers from Two Independent Data Sets Using ROC Analysis: A Nonparametric Approach

This paper considers binary classification. We assess a classifier in terms of the area under the ROC curve (AUC). We estimate three important parameters, the conditional AUC (conditional on a particular training set) and the mean and variance of this AUC. We derive, as well, a closed form expressio...

Ausführliche Beschreibung