Comparing the estimates of ROC curves by modeling methods

  • Authors:

  • Ja. Michalek;V. Vesely

  • Affiliations:

  • Masaryk University, Brno, Czech Republic;Masaryk University, Brno, Czech Republic

  • Venue:
  • Cybernetics and Systems Analysis
  • Year:
  • 2010

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Abstract

We investigate parameter estimation problems using the ROC curve approach. We compare several parametric, semiparametric, and nonparametric estimates of ROC curves on the assumption that the model is binormal. Our comparison is based on the analysis of numerical examples: we use generalized least square method for parametric estimation, functional modeling for semiparametric, and sdf for nonparametric estimation.