Description: Receiver operating characteristic (ROC) analysis is one of the most widely used methods in evaluating the accuracy of a classification method. It is used in many areas of decision making such as radiology, cardiology, machine learning as well as many other areas of medical sciences. The dissertation proposes a novel nonparametric estimation method of the ROC surface for the three-class classification problem via Bernstein polynomials. The proposed ROC surface estimator is shown to be uniformly consistent for estimating the true ROC surface. In addition, it is shown that the map from which the proposed estimator is constructed is Hadamard differentiable. The proposed ROC surface estimator is also demonstrated to lead to the explicit expression for the estimated volume under the ROC surface . Moreover, the exact mean squared error of the volume estimator is derived and some related results for the mean integrated squared error are also obtained. To assess the performance and accuracy of the proposed ROC and volume estimators, Monte-Carlo simulations are conducted. Finally, the method is applied to the analysis of two real data sets.
Date: December 2012
Creator: Herath, Dushanthi N.