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Improved methods for bandwidth selection when estimating ROC curves


  • 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.

Suggested Citation

  • Hall, Peter G. & Hyndman, Rob J., 2003. "Improved methods for bandwidth selection when estimating ROC curves," Statistics & Probability Letters, Elsevier, vol. 64(2), pages 181-189, August.
  • Handle: RePEc:eee:stapro:v:64:y:2003:i:2:p:181-189

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    References listed on IDEAS

    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. 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;The Institute of Statistical Mathematics, vol. 59(4), pages 757-787, December.
    2. Gaëlle Chagny & Claire Lacour, 2015. "Optimal adaptive estimation of the relative density," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 605-631, September.
    3. 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.
    4. Kang, Le & Tian, Lili, 2013. "Estimation of the volume under the ROC surface with three ordinal diagnostic categories," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 39-51.
    5. Cheam, Amay S.M. & McNicholas, Paul D., 2016. "Modelling receiver operating characteristic curves using Gaussian mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 192-208.
    6. 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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