Estimation of the area under ROC curve with censored data

被引：4

作者：

Wang, Qihua ^{[1
,2
]}

Yao, Lili ^{[1
,3
]}

Lai, Peng ^{[1
]}

机构：

[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

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2009年 / 139卷 / 03期

关键词：

ROC curve; Asymptotic normality; Counting process and martingale theory; EQUIVALENCE; INFERENCE;

D O I：

10.1016/j.jspi.2008.06.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：1033 / 1044

页数：12

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