ROC curve estimation based on local smoothing

Peihua Qiu, Chap Le

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

ROC curve is a graphical representation of the relationship between sensitivity and specificity of a diagnostic test. It is a popular tool for evaluating and comparing different diagnostic tests in medical sciences. In the literature, the ROC curve is often estimated empirically based on an empirical distribution function estimator and an empirical quantile function estimator. In this paper an alternative nonparametric procedure to estimate the ROC curve is suggested which is based on local smoothing techniques. Several numerical examples are presented to evaluate the performance of this procedure.

Original languageEnglish (US)
Pages (from-to)55-69
Number of pages15
JournalJournal of Statistical Computation and Simulation
Volume70
Issue number1
DOIs
StatePublished - 2001

Keywords

  • Diagnostic tests
  • Empirical estimators
  • Incomplete beta function
  • Kernel distribution function estimator
  • Quantile estimators
  • ROC curves

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