Estimation of the ROC curve from the Lehmann family

Alicja Jokiel-Rokita and Rafał Topolnicki

Computational Statistics & Data Analysis, 2020, vol. 142, issue C

Abstract: A semiparametric model of the ROC curve based on the Lehmann family of distributions is an alternative to the popular binormal model. A special case of this model is the Bi-Weibull model. New estimators of the unknown model parameter and consequently the ROC curve from the Lehmann family are presented, and their properties are proved. The accuracy of the proposed estimators is compared with the accuracy of a known estimator based on the partial likelihood method. The conclusion that some of the new estimators perform generally better than their competitor is made.

Keywords: Receiver operating characteristic (ROC) curve; Bi-Weibull ROC curve; Area under the curve (AUC); Semiparametric estimation (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:142:y:2020:i:c:s0167947319301677

DOI: 10.1016/j.csda.2019.106820

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