2015
DOI: 10.18778/0208-6018.311.06
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Empirical and Kernel Estimation of the ROC Curve

Abstract: The paper presents chosen methods for estimating the ROC (Receiver Operating Characteristic) curve, including parametric and nonparametric procedures. Nonparametric  approach may involve the use of empirical method or kernel method of the ROC curve estimation. In the analysis, an attempt of comparison of empirical and kernel ROC estimators is done, considering the impact of sample size, choice of smoothing parameter and kernel function in kernel estimation on the results of the estimation. Based on the… Show more

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Cited by 2 publications
(2 citation statements)
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“…In the context of ROC analysis, kernel density estimates of the ROC curve tend to give a more conservative estimate of performance than empirical estimates in terms of AUC. 26 As such, their results when evaluated under training data are less prone to over-estimating the performance of biomarkers. Additionally, kernel-based estimates tend to provide smaller mean squared error (MSE) for D * than empirical based estimates, which is demonstrated in Figure 3.…”
Section: Proposed Approaches For Combining Biomarkersmentioning
confidence: 99%
“…In the context of ROC analysis, kernel density estimates of the ROC curve tend to give a more conservative estimate of performance than empirical estimates in terms of AUC. 26 As such, their results when evaluated under training data are less prone to over-estimating the performance of biomarkers. Additionally, kernel-based estimates tend to provide smaller mean squared error (MSE) for D * than empirical based estimates, which is demonstrated in Figure 3.…”
Section: Proposed Approaches For Combining Biomarkersmentioning
confidence: 99%
“…Kernel method is widely used in estimation of some functional characteristics of random variable, such as density function, cumulative distribution function, receiver operating characteristic or regression function (cf. : [1,2,3,4,5,6]) as well as in [51] estimation of some characteristic parameters moments or positional parameters including quantiles (cf. : [7,8,9]).…”
Section: Introductionmentioning
confidence: 99%