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Smooth estimation of ROC curve in the presence of auxiliary information

文献类型：期刊论文

作者Zhou, Yong1,2; Zhou, Haibo3; Ma, Yunbei1
刊名JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
出版日期2011-10-01
卷号24期号:5页码:919-944
关键词Auxiliary information empirical likelihood ROC curve smooth estimation
ISSN号1009-6124
DOI10.1007/s11424-011-7095-7
英文摘要Receiver operating characteristic (ROC) curve is often used to study and compare two-sample problems in medicine. When more information may be available on one treatment than the other, one can improve estimator of ROC curve if the auxiliary population information is taken into account. The authors show that the empirical likelihood method can be naturally adapted to make efficient use of the auxiliary information to such problems. The authors propose a smoothed empirical likelihood estimator for ROC curve with some auxiliary information in medical studies. The proposed estimates are more efficient than those ROC estimators without any auxiliary information, in the sense of comparing asymptotic variances and mean squared error (MSE). Some asymptotic properties for the empirical likelihood estimation of ROC curve are established. A simulation study is presented to demonstrate the performance of the proposed estimators.
资助项目National Natural Science Funds for Distinguished Young Scholar[70825004] ; National Natural Science Foundation of China (NSFC)[10731010] ; National Basic Research Program[2007CB814902] ; Creative Research Groups of China[10721101] ; Shanghai University of Finance and Economics[B803]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000295576700009
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/12626]  
专题应用数学研究所
通讯作者Zhou, Yong
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
3.Univ N Carolina, Dept Biostat, Chapel Hill, NC 27599 USA
推荐引用方式
GB/T 7714		 Zhou, Yong,Zhou, Haibo,Ma, Yunbei. Smooth estimation of ROC curve in the presence of auxiliary information[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2011,24(5):919-944.
APA Zhou, Yong,Zhou, Haibo,&Ma, Yunbei.(2011).Smooth estimation of ROC curve in the presence of auxiliary information.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,24(5),919-944.
MLA Zhou, Yong,et al."Smooth estimation of ROC curve in the presence of auxiliary information".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 24.5(2011):919-944.

入库方式： OAI收割

来源：数学与系统科学研究院

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