Improving an estimator of Hsieh and Turnbull for the binormal ROC curve

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Abstract

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.

Original languageEnglish
Pages (from-to)872-877
Number of pages6
JournalJournal of Statistical Planning and Inference
Volume142
Issue number4
DOIs
StatePublished - Apr 2012

Bibliographical note

Funding Information:
Ori Davidov's research was partially supported by the Israeli Science Foundation Grant 875/09 .

Keywords

  • Binormal model
  • Functional delta method
  • ODC curve
  • ROC curve
  • Semiparametric inference

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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