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
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
Journal title :
Journal of Statistical Planning and Inference