ROC Curves for Continuous Data (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Hardcover

Krzanowski, Wojtek J.; Hand, David J.

Hardcover

ISBN 10: 1439800219 ISBN 13: 9781439800218

Publisher: Chapman and Hall/CRC, 2009

Synopsis

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.

About this title

About the Author

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.

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 2009
• Language: English
• ISBN 10: 1439800219
• ISBN 13: 9781439800218
• Binding: Hardcover
• Edition number: 1
• Number of pages: 256