Nonparametric estimation of the ROC curve based on smoothed empirical distribution functions

作者：Jokiel Rokita Alicja^*; Pulit Micha

来源：Statistics and Computing, 2013, 23(6): 703-712.

DOI：10.1007/s11222-012-9340-x

• Receiver operating characteristic (ROC) curve
• Empirical distribution function
• Nonparametric estimation

The receiver operating characteristic (ROC) curve is a graphical representation of the relationship between false positive and true positive rates. It is a widely used statistical tool for describing the accuracy of a diagnostic test. In this paper we propose a new nonparametric ROC curve estimator based on the smoothed empirical distribution functions. We prove its strong consistency and perform a simulation study to compare it with some other popular nonparametric estimators of the ROC curve. We also apply the proposed method to a real data set.

• 出版日期2013-11