Smooth estimation of ROC curve in the presence of auxiliary information

doi:10.1007/s11424-011-7095-7

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	Smooth estimation of ROC curve in the presence of auxiliary information
	Zhou, Yong1,2 ; Zhou, Haibo 3; Ma, Yunbei 1
	2011-10-01
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	24 期号:5 页码:919-944
摘要	Receiver operating characteristic (ROC) curve is often used to study and compare two-sample problems in medicine. When more information may be available on one treatment than the other, one can improve estimator of ROC curve if the auxiliary population information is taken into account. The authors show that the empirical likelihood method can be naturally adapted to make efficient use of the auxiliary information to such problems. The authors propose a smoothed empirical likelihood estimator for ROC curve with some auxiliary information in medical studies. The proposed estimates are more efficient than those ROC estimators without any auxiliary information, in the sense of comparing asymptotic variances and mean squared error (MSE). Some asymptotic properties for the empirical likelihood estimation of ROC curve are established. A simulation study is presented to demonstrate the performance of the proposed estimators.
关键词	Auxiliary information empirical likelihood ROC curve smooth estimation
DOI	10.1007/s11424-011-7095-7
语种	英语
资助项目	National Natural Science Funds for Distinguished Young Scholar[70825004] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Shanghai University of Finance and Economics[B803]
WOS研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000295576700009
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12627
专题	应用数学研究所
通讯作者	Zhou, Yong
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China 3.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA
推荐引用方式 GB/T 7714	Zhou, Yong,Zhou, Haibo,Ma, Yunbei. Smooth estimation of ROC curve in the presence of auxiliary information[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2011,24(5):919-944.
APA	Zhou, Yong,Zhou, Haibo,&Ma, Yunbei.(2011).Smooth estimation of ROC curve in the presence of auxiliary information.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,24(5),919-944.
MLA	Zhou, Yong,et al."Smooth estimation of ROC curve in the presence of auxiliary information".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 24.5(2011):919-944.