Improved methods for bandwidth selection when estimating ROC curves

Peter G Hall, Rob J Hyndman
(2003) Statistics and Probability Letters 64 181-189


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 gives substantial improvement in MISE over other proposed methods, especially when the two distributions are very different.

Keywords: bandwidth selection; binary classification; kernel estimator; ROC curve.

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