ROC Curve Estimation

Abstract

This work overviews some developments on the estimation of the Receiver Operating Characteristic (ROC) curve. Estimation methods in this area are constantly being developed, adjusted and extended, and it is thus impossible to cover all topics and areas of application in a single paper. Here, we focus on some frequentist and Bayesian methods which have been mostly employed in the medical setting. Although we emphasize the medical domain, we also describe links with other fields where related developments have been made, and where some modeling concepts are often known under other designations.

Keywords

• Bayesian analysis
• bi-normal
• kernel
• receiver operating characteristic curve
• robustness