Publication details
On boundary correction in kernel estimation of ROC curves
| Authors | |
|---|---|
| Year of publication | 2009 |
| Type | Article in Periodical |
| Magazine / Source | Austrian Journal of Statistics |
| MU Faculty or unit | |
| Citation | |
| Field | General mathematics |
| Keywords | kernel estimation; reflection; distribution estimation; ROC curve |
| Description | The Receiver Operating Characteristic (ROC) curve is a statistical tool for evaluating the accuracy of diagnostics tests. The empirical ROC curve is the most commonly used non-parametric estimator for the ROC curve. To derive a smooth estimate for the ROC curve, we use a kernel smoothing method which has better statistical properties than empirical. By this process we need to estimate a distribution function. It is well known now that kernel distribution estimators are not consistent when estimating a distribution function near the boundary of its support. This problem is known as ``boundary effects". To avoid these difficulties we use the technique, which is a kind of generalized reflection method involving reflecting a transformation of the data. The proposed method generates a class of boundary corrected estimators. |
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