Improved methods for bandwidth selection when estimating ROC curves

Hall, Peter; Hyndman, Rob

Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

Improved methods for bandwidth selection when estimating ROC curves

Date

2003

Authors

Hall, Peter

Hyndman, Rob

Publisher

Elsevier

Abstract

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