Abstract
The problem of testing equivalence of two ROC curves is addressed. A transformation of corresponding ROC curves, which motivates a test statistic based on a distance of two empirical quantile processes, is suggested, its asymptotic distribution found and a simulation scheme proposed that enables us to find critical values.
Information
Published: 1 January 2010
First available in Project Euclid: 29 November 2010
MathSciNet: MR2792155
Digital Object Identifier: 10.1214/10-IMSCOLL702
Subjects:
Primary:
62G05
Secondary:
62H30
,
62P99
Keywords:
Binary classification
,
kernel ROC curves
,
ROC curves
Rights: Copyright © 2010, Institute of Mathematical Statistics