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Smooth estimation of the area under the ROC curve in multistage ranked set sampling

Author

Listed:
  • M. Mahdizadeh

    (Hakim Sabzevari University)

  • Ehsan Zamanzade

    (University of Isfahan
    Institute for Research in Fundamental Sciences (IPM))

Abstract

The receiver operating characteristic (ROC) curve is an important tool for assessing the discrimination power of a continuous biomarker. The area under the ROC curve is a well-known index for effectiveness of the biomarker. This article deals with estimating the aforesaid measure under a rank-based sampling design called multistage ranked set sampling. A nonparametric estimator using kernel density estimation is developed, and some theoretical results about it are established. Simulation studies show that the proposed estimator can be substantially more efficient than its alternative in simple random sampling. The methodology is illustrated with data from the National Health and Nutrition Examination Survey.

Suggested Citation

  • M. Mahdizadeh & Ehsan Zamanzade, 2021. "Smooth estimation of the area under the ROC curve in multistage ranked set sampling," Statistical Papers, Springer, vol. 62(4), pages 1753-1776, August.
  • Handle: RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-019-01151-6
    DOI: 10.1007/s00362-019-01151-6
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    References listed on IDEAS

    as
    1. Jesse Frey & Timothy G. Feeman, 2018. "Finding the maximum efficiency for multistage ranked-set sampling," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(17), pages 4131-4141, September.
    2. Zamanzade, Ehsan & Mahdizadeh, M., 2017. "A more efficient proportion estimator in ranked set sampling," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 28-33.
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    Cited by:

    1. Peh Sang Ng & Wai Chung Yeong & Sajal Saha & Sok Li Lim & Wai Kwan Lau, 2024. "Auxiliary information based HEWMA chart using variable sampling interval," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4301-4329, October.
    2. M. Mahdizadeh & Ehsan Zamanzade, 2022. "New insights on goodness-of-fit tests for ranked set samples," Statistical Papers, Springer, vol. 63(6), pages 1777-1799, December.

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