Receiver operating characteristic （ROC） curves are often used to study the two sample problem in medical studies. However, most data in medical studies are censored. Usually a natural estimator is based on the Kapla...Receiver operating characteristic （ROC） curves are often used to study the two sample problem in medical studies. However, most data in medical studies are censored. Usually a natural estimator is based on the Kaplan-Meier estimator. In this paper we propose a smoothed estimator based on kernel techniques for the ROC curve with censored data. The large sample properties of the smoothed estimator are established. Moreover, deficiency is considered in order to compare the proposed smoothed estimator of the ROC curve with the empirical one based on Kaplan-Meier estimator. It is shown that the smoothed estimator outperforms the direct empirical estimator based on the Kaplan-Meier estimator under the criterion of deficiency. A simulation study is also conducted and a real data is analyzed.展开更多
基金partially supported by National Natural Science Foundation of China (NSFC) (No.70911130018,No.71271128)National Natural Science Funds for Distinguished Young Scholar (No.70825004)+1 种基金Creative Research Groups of China (No.10721101)Shanghai University of Finance and Economics through Project 211Phase III and Shanghai Leading Academic Discipline Project, Project Number: B803
文摘Receiver operating characteristic （ROC） curves are often used to study the two sample problem in medical studies. However, most data in medical studies are censored. Usually a natural estimator is based on the Kaplan-Meier estimator. In this paper we propose a smoothed estimator based on kernel techniques for the ROC curve with censored data. The large sample properties of the smoothed estimator are established. Moreover, deficiency is considered in order to compare the proposed smoothed estimator of the ROC curve with the empirical one based on Kaplan-Meier estimator. It is shown that the smoothed estimator outperforms the direct empirical estimator based on the Kaplan-Meier estimator under the criterion of deficiency. A simulation study is also conducted and a real data is analyzed.
