Strong approximations for resample quantile processes and application to ROC methodology

DOI10.1080/10485250801954128MaRDI QIDQ3509727zbMATH OpenOpenAlexFDO

Authors Jiezhun Gu, Subhashis Ghosal

Publication date 2 July 2008

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/1081

zbMATH Keywords

Bayesian bootstrapstrong approximationquantile processROC curveKiefer process

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 1865745 (Why is no real title available?)
• A family of nonparametric statistics for comparing diagnostic markers with paired or unpaired data
• A large sample study of the Bayesian bootstrap
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Entropy and maximal spacings for random partitions
• Nonparametric and semiparametric estimation of the receiver operating characteristic curve
• Quantile Comparison Functions in Two-Sample Problems, With Application to Comparisons of Diagnostic Markers
• Strong approximations of the quantile process
• The area above the ordinal dominance graph and the area below the receiver operating characteristic graph
• Weak convergence and empirical processes. With applications to statistics

Cited in

(5)

• Pointwise exact bootstrap distributions of ROC curves
• Asymptotic properties of the sequential empirical ROC, PPV and NPV curves under case-control sampling
• On the Bernstein-von Mises theorem for the Dirichlet process
• Minimum distance estimation of the binormal ROC curve
• Minimum distance estimation of the Lehmann receiver operating characteristic curve

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