Abstract
We study methods for constructing confidence intervals and confidence bands for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic
Keywords
EstimatorMathematicsConfidence intervalSmoothingNonparametric statisticsConfidence and prediction bandsReceiver operating characteristicCDF-based nonparametric confidence intervalBandwidth (computing)StatisticsVariance (accounting)Coverage probabilityAlgorithmApplied mathematicsComputer science
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Publication Info
- Year
- 2004
- Type
- article
- Volume
- 91
- Issue
- 3
- Pages
- 743-750
- Citations
- 57
- Access
- Closed
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Cite This
Peter Hall,
Rob J. Hyndman,
Yanan Fan
(2004).
Nonparametric confidence intervals for receiver operating characteristic curves.
Biometrika
, 91
(3)
, 743-750.
https://doi.org/10.1093/biomet/91.3.743
Identifiers
- DOI
- 10.1093/biomet/91.3.743