@MISC{Qiu_roccurve, author = {Peihua Qiu and Chap Le}, title = {ROC Curve Estimation Based On Local Smoothing}, year = {} }
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Abstract
ROC curve is a graphical representation of the relationship between sensitivity and specicity of a diagnostic test. It is a popular tool for evaluating and comparing dierent diagnostic tests in medical sciences. In the literature, the ROC curve is often estimated empirically based on an empirical distribution function estimator and an empirical quantile function estimator. In this paper an alternative nonparametric procedure to estimate the ROC curve is suggested which is based on local smoothing techniques. Several numerical examples are presented to evaluate the performance of this procedure. Key Words: Diagnostic tests; Empirical estimators; Incomplete Beta function; Kernel Distribution function estimator; Quantile estimators; ROC curves; 1 Introduction Suppose that a diagnostic test is based on a continuous measurement T . A person is classied as positive or diseased if T t and as negative or non-diseased otherwise, where t is a cutpoint. Sensitivity of the diagnostic test is ...