Title of article
Bayesian ROC curve estimation under binormality using a rank likelihood
Author/Authors
Gu، نويسنده , , Jiezhun and Ghosal، نويسنده , , Subhashis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
8
From page
2076
To page
2083
Abstract
There are various methods to estimate the parameters in the binormal model for the ROC curve. In this paper, we propose a conceptually simple and computationally feasible Bayesian estimation method using a rank-based likelihood. Posterior consistency is also established. We compare the new method with other estimation methods and conclude that our estimator generally performs better than its competitors.
Keywords
Binormal model , MCMC , Rank-based likelihood , ROC curve , posterior consistency
Journal title
Journal of Statistical Planning and Inference
Serial Year
2009
Journal title
Journal of Statistical Planning and Inference
Record number
2220047
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