Estimation of the area under ROC curve with censored data

doi:10.1016/j.jspi.2008.06.006

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	Estimation of the area under ROC curve with censored data
	Wang, Qihua1,2 ; Yao, Lili 1,3; Lai, Peng 1
	2009-03-01
Source Publication	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
Volume	139 Issue:3 Pages:1033-1044
Abstract	The area under the receiver operating characteristic curve is the most commonly used summary measure of diagnostic accuracy for a continuous-scale diagnostic test. In this paper, we develop methods to estimate the area under the curve (AUC) with censored data. Based on two different integration representations of this parameter, two nonparametric estimators are defined by the "plug in" method. Both the proposed estimators are shown to be asymptotically normal based on counting process and martingale theory. A simulation study is conducted to evaluate the performances of the proposed estimators. (C) 2008 Published by Elsevier B.V.
Keyword	ROC curve Asymptotic normality Counting process and martingale theory
DOI	10.1016/j.jspi.2008.06.006
Language	英语
WOS Research Area	Mathematics
WOS Subject	Statistics & Probability
WOS ID	WOS:000262061300028
Publisher	ELSEVIER SCIENCE BV
Citation statistics
Document Type	期刊论文
Identifier	http://ir.amss.ac.cn/handle/2S8OKBNM/7948
Collection	应用数学研究所
Corresponding Author	Wang, Qihua
Affiliation	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 3.Northwestern Univ, Dept Stat, Evanston, IL 60208 USA
Recommended Citation GB/T 7714	Wang, Qihua,Yao, Lili,Lai, Peng. Estimation of the area under ROC curve with censored data[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(3):1033-1044.
APA	Wang, Qihua,Yao, Lili,&Lai, Peng.(2009).Estimation of the area under ROC curve with censored data.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(3),1033-1044.
MLA	Wang, Qihua,et al."Estimation of the area under ROC curve with censored data".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.3(2009):1033-1044.

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