Improved methods for bandwidth selection when estimating ROC curves
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.
Volume (Year): 64 (2003)
Issue (Month): 2 (August)
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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.
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