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Semi-parametric maximum likelihood estimates for ROC curves of continuous-scale tests.
Zhou XH, Lin H. Semi-parametric maximum likelihood estimates for ROC curves of continuous-scale tests. Statistics in medicine. 2008 Nov 10; 27(25):5271-90.
In this paper, we propose a new semi-parametric maximum likelihood (ML) estimate of a receiver operating characteristic (ROC) curve that satisfies the property of invariance of the ROC curve and is easy to compute. We show that our new estimator is sqrt[n]-consistent and has an asymptotically normal distribution. Our extensive simulation studies show that the proposed method is efficient and robust. Finally, we illustrate the application of the proposed estimator in a real data set.