Non-parametric estimation for time-dependent AUC

Journal of Statistical Planning and Inference

Volumn 140, Issue 5, 2010, Pages 1162-1174

  Chiang, Chin Tsang ^a   Hung, Hung ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

AUC; Bivariate estimation; Bootstrap; Gaussian process; Kaplan Meier estimator; Non parametric estimator; ROC; Smoothing parameter; Survival data

Indexed keywords

EID: 74149092561     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2009.10.012     Document Type: Article

References (13)

1. Akritas M.G. Nearest neighbor estimation of a bivariate distribution under random censoring. Ann. Statist. 22 (1994) 1299-1327
2. Burke M.D. Estimation of a bivariate distribution function under random censorship. Biometrika 75 (1988) 379-382
3. Campbell G. Non-parametric bivariate estimation with randomly censored data. Biometrika 68 (1981) 417-423
4. Chambless L.E., and Diao G. Estimation of time-dependent area under the ROC curve for long-term risk prediction. Statist. Med. 25 (2006) 3474-3486
5. Chiang C.T., Wang S.H., and Hung H. Random weighting and Edgeworth expansion for the non-parametric time-dependent AUC estimator. Statist. Sinica 19 (2009) 969-979
6. Dabrowska D.M. Non-parametric regression with censored survival time data. Scand. J. Statist. 14 (1987) 181-197
7. Dabrowska, D.M., 1987b. Uniform consistency of nearest neighbor and kernel conditional Kaplan-Meier estimates. Technical Report No. 86, University of California, Berkeley.
8. Heagerty P.J., Lumley T., and Pepe M.S. Time-dependent ROC curves for censored survival data and a diagnostic marker. Biometrics 56 (2000) 337-344
9. Hung, H., Chiang, C.T., 2010. Estimation methods for time-dependent AUC models with survival data. Canad. J. Statist. 38, doi:10.1002/cjs.10046.
10. Lee K.W.J., Hill J.S., Walley K.R., and Frohlich J.J. Relative value of multiple plasma biomarkers as risk factors for coronary artery disease and death in an angiography cohort. Canad. Med. Assoc. J. 174 (2006) 461-466
11. Lin D.Y., Wei L.J., Yang I., and Ying Z. Semiparametric regression for the mean and rate functions of recurrent events. J. Roy. Statist. Soc. B 62 (2000) 711-730
12. Serfling R.J. Approximation Theorems of Mathematical Statistics (1980), Wiley, New York
13. Sherman R.P. Maximal inequalities for degenerate U-processes with applications to optimization estimators. Ann. Statist. 22 (1994) 439-459