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Improved methods for bandwidth selection when estimating ROC curves


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  • Hall, Peter G.
  • Hyndman, Rob J.


The receiver operating characteristic (ROC) curve is used to describe the performance of a diagnostic test which classifies observations into two groups. We introduce new methods for selecting bandwidths when computing kernel estimates of ROC curves. Our techniques allow for interaction between the distributions of each group of observations and give substantial improvement in MISE over other proposed methods, especially when the two distributions are very different.

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Bibliographic Info

Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 64 (2003)
Issue (Month): 2 (August)
Pages: 181-189

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Handle: RePEc:eee:stapro:v:64:y:2003:i:2:p:181-189

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Keywords: Bandwidth selection Binary classification Kernel estimator MISE ROC curve;


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  1. Lloyd, Chris J. & Yong, Zhou, 1999. "Kernel estimators of the ROC curve are better than empirical," Statistics & Probability Letters, Elsevier, vol. 44(3), pages 221-228, September.
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Cited by:
  1. Chang, Yuan-chin Ivan & Park, Eunsik, 2009. "Constructing the best linear combination of diagnostic markers via sequential sampling," Statistics & Probability Letters, Elsevier, vol. 79(18), pages 1921-1927, September.
  2. Kaushik Ghosh & Ram Tiwari, 2007. "Empirical process approach to some two-sample problems based on ranked set samples," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(4), pages 757-787, December.
  3. Lopez-de-Ullibarri, Ignacio & Cao, Ricardo & Cadarso-Suarez, Carmen & Lado, Maria J., 2008. "Nonparametric estimation of conditional ROC curves: Application to discrimination tasks in computerized detection of early breast cancer," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2623-2631, January.


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