On Boundary Correction in Kernel Estimation of ROC Curves

Authors

  • Jan Koláček Dept. of Mathematics and Statistics, Brno
  • Rohana J. Karunamuni Dept. of Mathematical and Statistical Sciences, University of Alberta

DOI:

https://doi.org/10.17713/ajs.v38i1.257

Abstract

The Receiver Operating Characteristic (ROC) curve is a statistical tool for evaluating the accuracy of diagnostics tests. The empirical ROC curve (which is a step function) is the most commonly used non-parametric estimator for the ROC curve. On the other hand, kernel smoothing methods have been used to obtain smooth ROC curves. The preceding process is based on kernel estimates of the distribution functions. It has been observed
that kernel distribution estimators are not consistent when estimating a distribution function near the boundary of its support. This problem is due to “boundary effects” that occur in nonparametric functional estimation. To avoid these difficulties, we propose a generalized reflection method of boundary correction in the estimation problem of ROC curves. The proposed method generates a class of boundary corrected estimators.

References

Azzalini, A. (1981). A note on the estimation of a distribution function and quantiles by a kernel method. Biometrika, 68, 326-328.

Horová, I., Koláček, J., Zelinka, J., and El-Shaarawi, A. H. (2008). Smooth estimates of distribution functions with application in environmental studies. Advanced topics on mathematical biology and ecology, 122-127.

Karunamuni, R. J., and Alberts, T. (2005a). A generalized reflection method of boundary correction in kernel density estimation. Canadian Journal of Statistics, 33, 497-509.

Karunamuni, R. J., and Alberts, T. (2005b). On boundary correction in kernel density estimation. Statistical Methodology, 2, 191-212.

Karunamuni, R. J., and Alberts, T. (2006). A locally adaptive transformation method of boundary correction in kernel density estimation. Journal of Statistical Planning and Inference, 136, 2936-2960.

Karunamuni, R. J., and Zhang, S. (2008). Some improvements on a boundary corrected kernel density estimator. Statistics & Probability Letters, 78, 497-507.

Lejeune, M., and Sarda, P. (1992). Smooth estimators of distribution and density functions. Computational Statistics & Data Analysis, 14, 457-471.

Lloyd, C. J. (1998). The use of smoothed ROC curves to summarise and compare diagnostic systems. Journal of the American Statistical Association, 93, 1356-1364.

Lloyd, C. J., and Yong, Z. (1999). Kernel estimators of the ROC curve are better than empirical. Statistics and Probability Letters, 44, 221-228.

Nadaraya, E. A. (1964). Some new estimates for distribution functions. Theory of Probability and its Application, 15, 497-500.

Reiss, R. D. (1981). Nonparametric estimation of smooth distribution functions. Scandinavian Journal of Statistics, 8, 116-119.

Sheather, S. J., and Jones, M. C. (1991). A reliable data-based bandwidth selection method for kernel density estimation. Journal of the Royal Statistical Society, Series B, 53, 683-690.

Silverman, W. R. (1986). Density Estimation for Statistics and Data Analysis. London: Chapman and Hall.

Wand, M. P., and Jones, M. C. (1995). Kernel Smoothing. London: Chapman and Hall.

Zhang, S., and Karunamuni, R. J. (1998). On kernel density estimation near endpoints. J. Statist. Planning and Inference, 70, 301–316.

Zhang, S., and Karunamuni, R. J. (2000). On nonparametric density estimation at the boundary. Nonparametric Statistics, 12, 197–221.

Zhang, S., Karunamuni, R. J., and Jones, M. C. (1999). An improved estimator of the density function at the boundary. Journal of the American Statistical Association, 94, 1231–1241.

Downloads

Published

2016-04-03

How to Cite

Koláček, J., & Karunamuni, R. J. (2016). On Boundary Correction in Kernel Estimation of ROC Curves. Austrian Journal of Statistics, 38(1), 17–32. https://doi.org/10.17713/ajs.v38i1.257

Issue

Section

Articles