Kernel estimators of the ROC curve are better than empirical

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	Kernel estimators of the ROC curve are better than empirical
	Lloyd, CJ ; Yong, Z
	1999-09-15
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	44 期号:3 页码:221-228
摘要	The receiver operating characteristic (ROC) is a curve used to summarise the performance of a binary decision rule. It can be expressed in terms of the underlying distributions functions of the diagnostic measurement that underlies the rule. Lloyd (1998) has proposed estimating the ROC curve from kernel smoothing of these distribution functions and has presented asymptotic formulas for the bias and standard deviation of the resulting curve estimator. This paper compares the asymptotic accuracy of the kernel-based estimator with the fully empirical estimator. It is shown that the empirical estimator is deficient compared to the kernel estimator and that this deficiency is unbounded as sample size increases. A simulation study using both unimodal and bimodal distributions indicates that the gains in accuracy are significant for realistic sample sizes. Kernel-based ROC estimators can now be recommended. (C) 1999 Elsevier Science B.V. All rights reserved. MSG. primary 62G05; 60F17; secondary 62E20; 62G20.
关键词	relative deficiency empirical estimator kernel estimator ROC curve
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000081996000002
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14697
专题	中国科学院数学与系统科学研究院
作者单位	1.Univ New S Wales, Australian Grad Sch Management, Kensington, NSW 2052, Australia 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Lloyd, CJ,Yong, Z. Kernel estimators of the ROC curve are better than empirical[J]. STATISTICS & PROBABILITY LETTERS,1999,44(3):221-228.
APA	Lloyd, CJ,&Yong, Z.(1999).Kernel estimators of the ROC curve are better than empirical.STATISTICS & PROBABILITY LETTERS,44(3),221-228.
MLA	Lloyd, CJ,et al."Kernel estimators of the ROC curve are better than empirical".STATISTICS & PROBABILITY LETTERS 44.3(1999):221-228.