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A boosting method for maximization of the area under the ROC curve

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  • Osamu Komori

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  • Osamu Komori, 2011. "A boosting method for maximization of the area under the ROC curve," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(5), pages 961-979, October.
  • Handle: RePEc:spr:aistmt:v:63:y:2011:i:5:p:961-979
    DOI: 10.1007/s10463-009-0264-y
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    References listed on IDEAS

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    1. Shinto Eguchi, 2002. "A class of logistic-type discriminant functions," Biometrika, Biometrika Trust, vol. 89(1), pages 1-22, March.
    2. Margaret Pepe & Holly Janes & Gary Longton & Wendy Leisenring & Polly Newcomb, 2004. "Limitations of the Odds Ratio in Gauging the Performance of a Diagnostic or Prognostic Marker," UW Biostatistics Working Paper Series 1035, Berkeley Electronic Press.
    3. Shuangge Ma & Jian Huang, 2007. "Combining Multiple Markers for Classification Using ROC," Biometrics, The International Biometric Society, vol. 63(3), pages 751-757, September.
    4. Gerhard Tutz & Harald Binder, 2006. "Generalized Additive Modeling with Implicit Variable Selection by Likelihood-Based Boosting," Biometrics, The International Biometric Society, vol. 62(4), pages 961-971, December.
    5. Margaret Sullivan Pepe & Tianxi Cai & Gary Longton, 2006. "Combining Predictors for Classification Using the Area under the Receiver Operating Characteristic Curve," Biometrics, The International Biometric Society, vol. 62(1), pages 221-229, March.
    6. Margaret Sullivan Pepe & Gary Longton & Garnet L. Anderson & Michel Schummer, 2003. "Selecting Differentially Expressed Genes from Microarray Experiments," Biometrics, The International Biometric Society, vol. 59(1), pages 133-142, March.
    7. Martin W. McIntosh & Margaret Sullivan Pepe, 2002. "Combining Several Screening Tests: Optimality of the Risk Score," Biometrics, The International Biometric Society, vol. 58(3), pages 657-664, September.
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    Cited by:

    1. Kenichi Hayashi, 2018. "Asymptotic comparison of semi-supervised and supervised linear discriminant functions for heteroscedastic normal populations," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(2), pages 315-339, June.
    2. Rybizki, Lydia, 2014. "Learning cost sensitive binary classification rules accounting for uncertain and unequal misclassification costs," FAU Discussion Papers in Economics 01/2014, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.

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