Various Methods to Estimate the AUC
Description
Estimate the AUC using a variety of methods as follows:
(1) frequentist nonparametric methods based on the Mann-Whitney statistic or kernel methods.
(2) frequentist parametric methods using the likelihood ratio test based on higher-order
asymptotic results, the signed log-likelihood ratio test, the Wald test,
or the approximate ''t'' solution to the Behrens-Fisher problem.
(3) Bayesian parametric MCMC methods.