Powerful nonparametric statistics to compare k independent ROC curves

Pablo Mart�nez-Camblor, Carlos Carleos and Norberto Corral

Journal of Applied Statistics, 2011, vol. 38, issue 7, 1317-1332

Abstract: The authors deal with the problem of comparing receiver operating characteristic (ROC) curves from independent samples. From a nonparametric approach, they propose and study three different statistics. Their asymptotic distributions are obtained and a resample plan is considered. In order to study the statistical power of the introduced statistics, a simulation study is carried out. The (observed) results suggest that, for the considered models, the new statistics are more powerful than the usually employed ones (the Venkatraman test and the usual area under the ROC curve criterion) in non-uniform dominance situations and quite good otherwise.

Date: 2011
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DOI: 10.1080/02664763.2010.498504

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