Standard Criterion of VUS for ROC Surface
ROC 곡면에서 VUS의 판단기준

C.S. Hong, E.S. Jung, D.G. Jung
2013 Korean Journal of Applied Statistics  
Many situations are classified into more than two categories in real world. In this work, we consider ROC surface and VUS, which are graphical representation methods for classification models with three categories. The standard criteria of AUC for the probability of default based on Basel II is extended to the VUS for ROC surface; therefore, the standardized criteria of VUS for the classification model is proposed. The ranges of AUC, K-S and mean difference statistics corresponding to VUS
more » ... onding to VUS values for each class of the standard criteria are obtained. The standard criteria of VUS for ROC surface can be established by exploring the relationships of these statistics.
doi:10.5351/kjas.2013.26.6.977 fatcat:dwpzduurs5cghfalarznvtxcmi