Nonparametric confidence intervals for receiver operating characteristic curves
Nonparametric confidence intervals for receiver operating characteristic curves
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DOI：
10.1093/biomet/91.3.743
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发表时间：
2004-09-01
期刊：
影响因子：
2.7
通讯作者：
Fan, YN
中科院分区：
文献类型：
--
作者：
Hall, P;Hyndman, RJ;Fan, YN
我们研究的方法，构建置信区间和置信带的估计接收器的操作特性。特别强调的是放置在平滑应实施的方式，估计特性本身或其方差时。我们表明，大量的欠平滑是必要的，如果覆盖属性不被削弱。理论分析的问题提出了一个经验，插件规则的带宽选择，优化区间估计的覆盖精度。这种方法的性能进行了探讨。我们的首选技术是基于渐近近似，而不是一个更复杂的方法使用的引导，因为后者需要一个多个平滑参数，所有这些都必须选择在非标准的方式。结果表明，渐近方法可以得到很好的性能。
We study methods for constructing confidence intervals and confidence bands for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that substantial undersmoothing is necessary if coverage properties are not to be impaired. A theoretical analysis of the problem suggests an empirical, plug-in rule for bandwidth choice, optimising the coverage accuracy of interval estimators. The performance of this approach is explored. Our preferred technique is based on asymptotic approximation, rather than a more sophisticated approach using the bootstrap, since the latter requires a multiplicity of smoothing parameters all of which must be chosen in nonstandard ways. It is shown that the asymptotic method can give very good performance.