Searching for an optimal AUC estimation method: a never-ending task?

An effective method of construction of a linear estimator of AUC in the finite interval, optimal in the minimax sense, is developed and demonstrated for five PK models. The models may be given as an explicit C(t) relationship or defined by differential equations. For high variability and rich sampling the optimal method is only moderately advantageous over optimal trapezoid or standard numerical approaches (Gauss-Legendre or Clenshaw-Curtis quadratures). The difference between the optimal estimator and other methods becomes more pronounced with a decrease in sample size or decrease in the variability. The described estimation method may appear useful in development of limited-sampling strategies for AUC determination, as an alternative to the widely used regression-based approach. It is indicated that many alternative approaches are also possible. ELECTRONIC SUPPLEMENTARY MATERIAL: The online version of this article (doi:10.1007/s10928-014-9392-y) contains supplementary material, which is available to authorized users.