Open Access
VOL. 7 | 2010 Nonparametric comparison of ROC curves: Testing equivalence
Jaromír Antoch, Luboš Prchal, Pascal Sarda

Editor(s) J. Antoch, M. Hušková, P.K. Sen

Inst. Math. Stat. (IMS) Collect., 2010: 12-24 (2010) DOI: 10.1214/10-IMSCOLL702

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

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