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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Nonparametric predictive inference with copulas for bivariate diagnostic test results

Presented by Noryanti Muhammad, Durham University

10 December 2015 15:40 in Elvet Hill House, room EH113

In this study we present a new linear combination of two test results for
Receiver Operating Characteristic (ROC) curve by considering the depen-
dence structure, by combining Nonparametric Predictive Inference (NPI) for
the marginals with copulas to take dependence into account. Our method
uses a discretized version of the copula which fits perfectly with the NPI
method for the marginals and leads to relatively straightforward computa-
tions because there is no need to estimate the marginals and the copula
simultaneously. We investigate and discuss the performance of this method
by presenting results from simulation studies. The method is further illustrated via application in real data sets from the literature. We also briefly
outline related challenges and opportunities for future research.

Contact sunil.chhita@durham.ac.uk for more information