Estimation of the area under ROC curve with censored data

doi:10.1016/j.jspi.2008.06.006

CSpace > 应用数学研究所

	Estimation of the area under ROC curve with censored data
	Wang, Qihua1,2 ; Yao, Lili 1,3; Lai, Peng 1
	2009-03-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	139 期号:3 页码:1033-1044
摘要	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.
关键词	ROC curve Asymptotic normality Counting process and martingale theory
DOI	10.1016/j.jspi.2008.06.006
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000262061300028
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/7948
专题	应用数学研究所
通讯作者	Wang, Qihua
作者单位	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
推荐引用方式 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.