Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148381 | Journal of Statistical Planning and Inference | 2009 | 8 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jiezhun Gu, Subhashis Ghosal,