Pointwise exact bootstrap distributions of ROC curves
We derive pointwise exact bootstrap distributions of ROC curves and the difference between ROC curves for threshold and vertical averaging. From these distributions, pointwise confidence intervals are derived and their performance is measured in terms of coverage accuracy. Improvements over techniques currently in use are obtained, in particular in the extremes of ROC curves where we show that typical drastic falls in coverage accuracy can be avoided.
bootstrap receiver operating characteristics coverage probabilities model selection