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How would you construct a confidence band for the ROC curve?

I do not mean a confidence interval for the AUC or for other parameters that can be derived from the ROC curve, but a confidence band for the curve itself.

I came across this paper from Macskassy, Provost & Rosset, but it is relatively old paper (from 2005), and also this paper by Kerekes from 2008 (but it does not provide a methodology which was not considered by Macskassy et. al.

I was thinking about using bootstrap, but then the question is how to order the bootstraped curves to get the 2.5% and 97.5% percentiles. One possibility is to order the curves by their respective AUCs, or another one-dimentional parameter (e.g. Youden index).

Any idea will be welcomed.

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I would use bootstrap, as I have done in Robin et al. 2011.

I would select a set of specificities, bootstrap the, and calculate the confidence interval of the specificities at each selected specificity, no ordering of the curves needed.

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