Smoothed jackknife empirical likelihood method for ROC curve

被引：56

作者：

Gong, Yun ^{[1
]}

Peng, Liang ^{[1
]}

Qi, Yongcheng ^{[2
]}

机构：

[1] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA

[2] Univ Minnesota, Dept Math & Stat, Duluth, MN 55812 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2010年 / 101卷 / 06期

基金：

美国国家科学基金会;

关键词：

Confidence interval; Empirical likelihood; Jackknife; ROC curve; OPERATING CHARACTERISTIC CURVES; CENSORED MEDIAN REGRESSION; TIME-SERIES MODELS; CONFIDENCE-INTERVALS; LONGITUDINAL DATA; INFERENCE; DENSITY; IDENTIFICATION; REGIONS; RANGE;

D O I：

10.1016/j.jmva.2010.01.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we propose a smoothed jackknife empirical likelihood method to construct confidence intervals for the receiver operating characteristic (ROC) curve. By applying the standard empirical likelihood method for a mean to the jackknife sample, the empirical likelihood ratio statistic can be calculated by simply solving a single equation. Therefore, this procedure is easy to implement. Wilks' theorem for the empirical likelihood ratio statistic is proved and a simulation study is conducted to compare the performance of the lproposed method with other methods. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：1520 / 1531

页数：12

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