Boundary modified kernel estimator for the ROC curve

Document Type : Original Scientific Paper

Authors

Department of Statistics‎, ‎Faculty of Mathematics and Computer Sciences‎, ‎Shahid Chamran University of Ahvaz‎, ‎Ahvaz‎, ‎Iran

Abstract

The receiver operating characteristic curve is a simple graphical tool used to assess the accuracy of diagnostics tests‎. ‎Pulit (2016) proposed an innovative approach for estimating the receiver operating characteristic curves based on kernel smoothing‎. ‎Although his proposed estimator is highly appealing in several aspects‎, ‎it suffers from the well-known boundary bias effect‎. ‎In this paper‎, ‎we highlight this drawback and propose a new modified estimator that uses an appropriate boundary kernel‎. ‎The asymptotic convergence of the proposed estimator at boundary points is demonstrated‎. ‎Using both simulated and real data sets‎, ‎we illustrate the performance of the proposed estimator‎. ‎The results show that the proposed estimator outperforms not only the Pulit’s estimator but also other commonly used estimators‎.

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