• 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