An Improved Method for Bandwidth Selection when Estimating ROC Curves
AbstractThe receiver operating characteristic (ROC) curve is used to describe the performance of a diagnostic test which classifies observations into two groups. We introduce a new method for selecting bandwidths when computing kernel estimates of ROC curves. Our technique allows for interaction between the distributions of each group of observations and gives substantial improvement in MISE over other proposed methods, especially when the two distributions are very different.
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Bibliographic InfoPaper provided by Monash University, Department of Econometrics and Business Statistics in its series Monash Econometrics and Business Statistics Working Papers with number 11/02.
Length: 6 pages
Date of creation: Sep 2002
Date of revision:
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Postal: PO Box 11E, Monash University, Victoria 3800, Australia
Web page: http://www.buseco.monash.edu.au/depts/ebs/
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Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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- 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.
- 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.
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