Robust consistent estimators for ROC curves with covariates
نویسندگان
چکیده
The Receiver Operating Characteristic (ROC) curve is a useful tool to measure the classification capability of continuous variable assess accuracy medical test that distinguishes between two conditions. Sometimes, covariates related diagnostic may increase discriminating power ROC curve. Due lack stability classical curves estimators outliers, we introduce procedure obtain robust in presence covariates. considered proposal focusses on semiparametric approach which robustly fits location-scale regression model and considers adaptive empirical residuals. uniform consistency derived under mild assumptions. A Monte Carlo study carried out compare performance proposed with ones both, clean contaminated samples. real data set also analysed.
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2022
ISSN: ['1935-7524']
DOI: https://doi.org/10.1214/22-ejs2042