Fifth Brazilian Conference on Statistical Modelling in Insurance and
    Finance
         

Fifth Brazilian Conference on Statistical
Modelling in Insurance and Finance

Maresias, April 10-15, 2011, Brazil

http://www.ime.usp.br/bcsmif     email: bcsmif@ime.usp.br



Some Recent Developments on Receiver Operating Characteristcs Analyses

Narayanaswamy Balakrishnan (McMaster University, Canada)

Receiver Operating Characteristcs (ROC) curves and analyses have become common methods in medical statistics, survival analysis, and actuarial and pharmaceutical applications. In this talk, I will describe some recent developments on ROC analysis. I will specifically describe some semi-parametric and nonparametric methods of inference and demonstrate the usefulness of these approaches through Monte Carlo simulation studies as well as with some illustrative examples.