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Physical Sciences and Mathematics Commons

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Applied Statistics

University of Kentucky

Asymptotic properties

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Empirical Processes And Roc Curves With An Application To Linear Combinations Of Diagnostic Tests, Costel Chirila Jan 2008

Empirical Processes And Roc Curves With An Application To Linear Combinations Of Diagnostic Tests, Costel Chirila

University of Kentucky Doctoral Dissertations

The Receiver Operating Characteristic (ROC) curve is the plot of Sensitivity vs. 1- Specificity of a quantitative diagnostic test, for a wide range of cut-off points c. The empirical ROC curve is probably the most used nonparametric estimator of the ROC curve. The asymptotic properties of this estimator were first developed by Hsieh and Turnbull (1996) based on strong approximations for quantile processes. Jensen et al. (2000) provided a general method to obtain regional confidence bands for the empirical ROC curve, based on its asymptotic distribution.

Since most biomarkers do not have high enough sensitivity and specificity to …