Consistency of non parametric estimators of the area under the ROC curve

DOI10.1080/03610926.2013.827716zbMATH Open1338.62078OpenAlexW2063047385MaRDI QIDQ2807663FDOQ2807663

Authors: Michał Chrzanowski, Ryszard Magiera 

Publication date: 25 May 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.827716

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zbMATH Keywords

consistencydiagnostic testROC curve``plugin estimatorestimation of AUC

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Title not available (Why is that?)
• The area above the ordinal dominance graph and the area below the receiver operating characteristic graph
• ROC Curves for Continuous Data
• Empirical Likelihood Inference for the Area under the ROC Curve
• Estimation of the area under ROC curve with censored data
• Kernel estimators and the Dvoretzky–Kiefer–Wolfowitz inequality
• Bounding sample size projections for the area under a ROC curve

Cited In (7)

• Consistency of the estimator of binary response models based on AUC maximization
• Estimation of the area under ROC curve with censored data
• Sequential estimate of partial area under ROC curve with \(\beta \)-protection and optimal ratio of cases to controls
• Robust consistent estimators for ROC curves with covariates
• A note on ROC analysis and non-parametric estimate of sensitivity
• Comparison of non-parametric confidence intervals for the area under the ROC curve of a continuous-scale diagnostic test
• Rank-based kernel estimation of the area under the ROC curve

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