Estimation of the area under ROC curve with censored data
文献类型：期刊论文
| 作者 | Wang, Qihua1,2 ; Yao, Lili1,3; Lai, Peng1
|
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2009-03-01 |
| 卷号 | 139期号:3页码:1033-1044 |
| 关键词 | ROC curve Asymptotic normality Counting process and martingale theory |
| ISSN号 | 0378-3758 |
| DOI | 10.1016/j.jspi.2008.06.006 |
| 英文摘要 | The area under the receiver operating characteristic curve is the most commonly used summary measure of diagnostic accuracy for a continuous-scale diagnostic test. In this paper, we develop methods to estimate the area under the curve (AUC) with censored data. Based on two different integration representations of this parameter, two nonparametric estimators are defined by the "plug in" method. Both the proposed estimators are shown to be asymptotically normal based on counting process and martingale theory. A simulation study is conducted to evaluate the performances of the proposed estimators. (C) 2008 Published by Elsevier B.V. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000262061300028 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/7947]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 3.Northwestern Univ, Dept Stat, Evanston, IL 60208 USA |
| 推荐引用方式 GB/T 7714 | Wang, Qihua,Yao, Lili,Lai, Peng. Estimation of the area under ROC curve with censored data[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(3):1033-1044. |
| APA | Wang, Qihua,Yao, Lili,&Lai, Peng.(2009).Estimation of the area under ROC curve with censored data.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(3),1033-1044. |
| MLA | Wang, Qihua,et al."Estimation of the area under ROC curve with censored data".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.3(2009):1033-1044. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。