Semiparametric inference for a quantile comparison function with applications to receiver operating characteristic curves

SUMMARY In studies to compare two samples, more information may be available on one treatment than the other. When one population is modelled parametrically and the other nonparametrically, we study large sample properties of a semiparametric sample quantile comparison function and show that it can have substantially smaller asymptotic variance than its nonparametric counterpart, especially near the boundaries. We describe applications to both two-sample tests and receiver operating characteristic curves.

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