Smooth estimation of the area under the ROC curve in multistage ranked set sampling

M. Mahdizadeh () and Ehsan Zamanzade ()
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M. Mahdizadeh: Hakim Sabzevari University
Ehsan Zamanzade: University of Isfahan

Statistical Papers, 2021, vol. 62, issue 4, No 8, 1753-1776

Abstract: Abstract The receiver operating characteristic (ROC) curve is an important tool for assessing the discrimination power of a continuous biomarker. The area under the ROC curve is a well-known index for effectiveness of the biomarker. This article deals with estimating the aforesaid measure under a rank-based sampling design called multistage ranked set sampling. A nonparametric estimator using kernel density estimation is developed, and some theoretical results about it are established. Simulation studies show that the proposed estimator can be substantially more efficient than its alternative in simple random sampling. The methodology is illustrated with data from the National Health and Nutrition Examination Survey.

Keywords: Judgment ranking; ROC curve; Smoothing; 62G30; 62N05 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00362-019-01151-6

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