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A Flexible Method for Estimating the ROC Curve

Author

Listed:
  • Haobo Ren
  • Xiao-Hua Zhou
  • Hua Liang

Abstract

In this paper we propose a flexible method for estimating a receiver operating characteristic (ROC) curve that is based on a continuous-scale test. The approach is easily understood and efficiently computed, and robust to the smooth parameter selection, which needs intensive computation when using local polynomial and smoothing spline techniques. The results from our simulation experiment indicate that the moderate-sample numerical performance of our estimator is better than the empirical ROC curve estimator and comparable to the local linear estimator. The availability of easy implementation is also illustrated by our simulation. We apply the proposed method to two real data sets.

Suggested Citation

  • Haobo Ren & Xiao-Hua Zhou & Hua Liang, 2004. "A Flexible Method for Estimating the ROC Curve," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(7), pages 773-784.
  • Handle: RePEc:taf:japsta:v:31:y:2004:i:7:p:773-784
    DOI: 10.1080/0266476042000214493
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    Cited by:

    1. Meesun Sun & Kwanghyun Choi & Sungzoon Cho, 2015. "Estimating the minority class proportion with the ROC curve using Military Personality Inventory data of the ROK Armed Forces," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1677-1689, August.

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