Confidence bands for ROC curves |
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| Authors: | Lajos Horváth Zsuzsanna Horváth Wang Zhou |
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| Institution: | 1. Department of Mathematics, University of Utah, 155 South 1400 East, Salt Lake City 841120090, USA;2. Department of Statistics and Applied Probability, The National University of Singapore, 6 Science Drive 2, Singapore 117546, Singapore |
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| Abstract: | We develop two methods to construct confidence bands for the receiver operating characteristic (ROC) curve without estimating the densities of the underlying distributions. The first method is based on the smoothed bootstrap while the second method uses the Bonferroni inequality. As an illustration, we provide confidence bands for the ROC curve using data on Duchanne Muscular Dystrophy. |
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| Keywords: | Primary 62G07 secondary 62G20 62G09 62G15 |
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