Nonparametric and semiparametric estimation of the receiver operating characteristic curve
Hsieh, Fushing ; Turnbull, Bruce W.
Ann. Statist., Tome 24 (1996) no. 6, p. 25-40 / Harvested from Project Euclid
The receiver operating characteristic (ROC) curve describes the performance of a diagnostic test used to discriminate between healthy and diseased individuals based on a variable measured on a continuous scale. The data consist of a training set of m responses $X_1, \dots, X_m$ from healthy individuals and n responses $Y_1, \dots, Y_n$ from diseased individuals. The responses are assumed i.i.d. from unknown distributions F and G, respectively. We consider estimation of the ROC curve defined by $1 - G(F^{-1} (1 - t))$ for $0 \leq t \leq 1$ or, equivalently, the ordinal dominance curve (ODC) given by $F(G^{-1} (t))$. First we consider nonparametric estimators based on empirical distribution functions and derive asymptotic properties. Next we consider the so-called semiparametric "binormal" model, in which it is assumed that the distributions F and G are normal after some unknown monotonic transformation of the measurement scale. For this model, we propose a generalized least squares procedure and compare it with the estimation algorithm of Dorfman and Alf, which is based on grouped data. Asymptotic results are obtained; small sample properties are examined via a simulation study. Finally, we describe a minimum distance estimator for the ROC curve, which does not require grouping the data.
Publié le : 1996-02-14
Classification:  Binormal model,  classification,  diagnostic test,  discrimination,  nonparametric estimation,  receiver operating characteristic (ROC),  semiparametric models,  62G07,  62H30,  62G20
@article{1033066197,
     author = {Hsieh, Fushing and Turnbull, Bruce W.},
     title = {Nonparametric and semiparametric estimation of the receiver operating characteristic curve},
     journal = {Ann. Statist.},
     volume = {24},
     number = {6},
     year = {1996},
     pages = { 25-40},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1033066197}
}
Hsieh, Fushing; Turnbull, Bruce W. Nonparametric and semiparametric estimation of the receiver operating characteristic curve. Ann. Statist., Tome 24 (1996) no. 6, pp.  25-40. http://gdmltest.u-ga.fr/item/1033066197/