Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves

A unified framework to analyse multivariate kernel estimators of distribution and survival functions is introduced, before turning our attention to receiver operating characteristic (ROC) curves. These are well-established visual analytic tools for univariate data samples, though their generalisation to multivariate data has been limited. Since non-parametric multivariate kernel smoothing methods possess excellent visualisation properties, they serve as a solid basis for their estimation. With optimal data-based bandwidth matrix selectors, we demonstrate that they possess suitable properties for exploratory data analysis of simulated and experimental data. (C) 2015 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.