Improved methods for bandwidth selection when estimating ROC curves

Peter G. Hall and Rob Hyndman

Statistics & Probability Letters, 2003, vol. 64, issue 2, 181-189

Abstract: The receiver operating characteristic (ROC) curve is used to describe the performance of a diagnostic test which classifies observations into two groups. We introduce new methods for selecting bandwidths when computing kernel estimates of ROC curves. Our techniques allow for interaction between the distributions of each group of observations and give substantial improvement in MISE over other proposed methods, especially when the two distributions are very different.

Keywords: Bandwidth; selection; Binary; classification; Kernel; estimator; MISE; ROC; curve (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (10)

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Working Paper: An Improved Method for Bandwidth Selection when Estimating ROC Curves (2002)
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