On constructing accurate confidence bands for ROC curves through smooth resampling
Patrice Bertail, Stéphan Clémençon, Nicolas Vayatis · HAL (Le Centre pour la Communication Scientifique Directe) · 2008
This paper is devoted to thoroughly inves- tigating how to bootstrap the ROC curve, a widely used visual tool for evaluating the accuracy of test/scoring statistics s(X) in the bipartite setup. The issue of confidence bands for the ROC curve is considered and a resampling procedure based on a smooth ver- sion of the empirical distribution called the ”smoothed bootstrap” is introduced. Theo- retical arguments and simulation results are presented to show that the ”smoothed boot- strap” is preferable to a ”naive” bootstrap in order to construct accurate confidence bands.