Nonparametric confidence intervals for receiver operating characteristic curves
受试者工作特征曲线的非参数置信区间
We study methods for constructing confidence intervals and confidence bands for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that substantial undersmoothing is necessary if coverage properties are not to be impaired. A theoretical analysis of the problem suggests an empirical, plug‐in rule for bandwidth choice,…