Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147032 | Journal of Multivariate Analysis | 2010 | 12 Pages |
Abstract
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 proposed method with other methods.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Yun Gong, Liang Peng, Yongcheng Qi,