Empirical and Kernel Estimation of the ROC Curve

Aleksandra Katarzyna Baszczyńska

doi:10.18778/0208-6018.311.06

Authors

Aleksandra Katarzyna Baszczyńska University of Łódź

DOI:

https://doi.org/10.18778/0208-6018.311.06

Keywords:

ROC curve, empirical estimator, kernel method, smoothing parameter, kernel function

Abstract

The paper presents chosen methods for estimating the ROC (Receiver Operating Characteristic) curve, including parametric and nonparametric procedures. Nonparametric approach may involve the use of empirical method or kernel method of the ROC curve estimation. In the analysis, an attempt of comparison of empirical and kernel ROC estimators is done, considering the impact of sample size, choice of smoothing parameter and kernel function in kernel estimation on the results of the estimation. Based on the results of simulation studies, some suggestions, useful in the procedures of nonparametric ROC curve are determined.

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Author Biography

Aleksandra Katarzyna Baszczyńska, University of Łódź

The analysis of properties of kernel methods.

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