Title: Efficient confidence bands for ROC curves
Authors: Pablo Martinez-Camblor - University of Oviedo (Spain)
Sonia Perez-Fernandez - University of Oviedo (Spain) [presenting]
Norberto Corral - Universidad de Oviedo (Spain)
Abstract: The receiver operating characteristic (ROC) curve is a popular graphical method frequently used in order to study the diagnostic capacity of continuous (bio)markers. In spite of the existence of a huge number of papers devoted to both the theoretical and practical aspects of this topic, the construction of confidence bands has had little impact in the specialized literature. As far as the authors know, there are no R packages providing ROC curve confidence bands. We try to fill this gap studying and proposing a method to build confidence bands for both the usual and the general ROC curves. The behaviour of the proposed methodology is studied via Monte Carlo simulations and applied on real-world biomedical problems. In addition, an R function to compute the proposed and some previously existing methodologies is provided.