Local linear smoothing of receiver operating characteristic (ROC) curves
Local linear smoothing of receiver operating characteristic (ROC) curves
复制标题
DOI：
10.1016/s0378-3758(02)00394-4
复制
发表时间：
2004-01-01
影响因子：
0.9
通讯作者：
Zhou, XH
中科院分区：
文献类型：
--
作者：
Peng, L;Zhou, XH
为了测量连续诊断测试的准确性，通常使用受试者工作特征 (ROC) 曲线。经验 ROC 曲线是 ROC 曲线最常用的非参数估计量。最近，Lloyd (J. Amer. Statist. Assoc. 93(1998) 1356) 提出了 ROC 曲线的核平滑估计器，并表明他的估计器比经验 ROC 曲线估计器具有更好的均方误差。然而，劳埃德估计器涉及两个带宽并且存在边界问题。此外，他对带宽的选择是临时的。在本文中。我们提出了另一种核平滑估计器，它只涉及一个带宽并且不存在边界问题。此外，我们对带宽的选择是渐近最优的。 (C) 2002 Elsevier B.V.。保留所有权利。
For measuring the accuracy of a continuous diagnostic test, the receiver operating characteristic (ROC) curve is often used. The empirical ROC curve is the most commonly used non-parametric estimator for the ROC curve. Recently, Lloyd (J. Amer. Statist. Assoc. 93(1998) 1356) proposed a kernel smoothing estimator for the ROC curve and showed his estimator has better mean square error than the empirical ROC curve estimator. However, Lloyd's estimator involves two bandwidths and has a boundary problem. In addition, his choice of bandwidths is ad hoc. In this paper. we propose another kernel smoothing estimator which involves only one bandwidth and does not have the boundary problem. Furthermore, our choice of the bandwidth is asymptotically optimal. (C) 2002 Elsevier B.V.. All rights reserved.