Addressing robust estimation in covariate–specific ROC curves

Abstract

Proposals given in the field of ROC curves focusing on their robust aspects and contributions are considered. The motivation is the extended belief that ROC curves are robust. Without being exhaustive, some recent advances in the area are mentioned. The attention is placed on those situations where the presence of covariates related to the diagnostic marker may increase the discriminating power of the ROC curve. Recent robust procedures given in the framework of the induced methodology are extended to the situation where functional covariates are also present. Consistency results for this proposal are derived under mild conditions. The reported numerical study illustrates that the robust estimators of the covariate specific ROC curve improve the performance of the classical ones for contaminated samples.