Improved methods for bandwidth selection when estimating ROC curves
نویسندگان
چکیده
The receiver operating characteristic (ROC) curve is used to describe the performance of a diagnostic test which classifies observations into two groups. We introduce new methods for selecting bandwidths when computing kernel estimates of ROC curves. Our techniques allow for interaction between the distributions of each group of observations and give substantial improvement in MISE over other proposed methods, especially when the two distributions are very different.
منابع مشابه
DEPARTMENT OF ECONOMETRICS AND BUSINESS STATISTICS An Improved Method for Bandwidth Selection When Estimating ROC Curves
The receiver operating characteristic (ROC) curve is used to describe the performance of a diagnostic test which classifies observations into two groups. We introduce a new method for selecting bandwidths when computing kernel estimates of ROC curves. Our technique allows for interaction between the distributions of each group of observations and gives substantial improvement in MISE over other...
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