The estimator of Hsieh and Turnbull (1996) for the binormal receiver operating characteristic (ROC) curve is extended from grouped to ungrouped data. The new estimator is shown to be consistent and asymptotically normally distributed, and simulation results show that it outperforms Hsieh and Turnbull's original estimator.
Bibliographical noteFunding Information:
Ori Davidov's research was partially supported by the Israeli Science Foundation Grant 875/09 .
- Binormal model
- Functional delta method
- ODC curve
- ROC curve
- Semiparametric inference
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics