Asymptotic distribution of ∆AUC, NRIs, and IDI based on theory of U-statistics.
Sign Up to like & getrecommendations! Published in 2017 at "Statistics in medicine"
DOI: 10.1002/sim.7333
Abstract: The change in area under the curve (∆AUC), the integrated discrimination improvement (IDI), and net reclassification index (NRI) are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated… read more here.
Keywords: estimated parameters; distribution auc; auc nris; asymptotic distribution ... See more keywords
The adaptive EWMA median chart for known and estimated parameters
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2019.1573425
Abstract: ABSTRACT The Adaptive Exponentially Weighted Moving Average (AEWMA) chart is known to combine the Shewhart and the classical EWMA schemes in a smooth way. Its performance has been investigated under the assumptions that the data… read more here.
Keywords: estimated parameters; median chart; chart known; known estimated ... See more keywords