Publication details

ROC křivky a jejich využití při konstrukci klasifikačních a regresních stromů

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Title in English The Application of ROC Curve to Classification and Regression Trees
Authors

MICHÁLEK Jaroslav SEDLAČÍK Marek

Year of publication 2004
Type Article in Proceedings
Conference . Sborník XVI. LŠB, 21. - 25.6. 2004, Pribylina.
MU Faculty or unit

Faculty of Economics and Administration

Citation
Field Applied statistics, operation research
Keywords Regression and classification trees; splitting rule; ROC curve; binormal model; generalized least squares method.
Description The short description of classification and regression trees by examples is contained in the first part of the paper. Then the choice of the splitting rule based on ROC curve is considered. The basic properties of the ROC curve are mentioned and the method of ROC estimation based on sample cumulative distribution functions is compared under assumptions of binormal model with method based on generalized least squares and adaptive generalized least squares methods.
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