Smoothed jackknife empirical likelihood method for ROC curve |
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Authors: | Yun Gong Yongcheng Qi |
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Institution: | a School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332-0160, USA b Department of Mathematics and Statistics, University of Minnesota-Duluth, 1117 University Drive, Duluth, MN 55812, USA |
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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. |
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Keywords: | 62G15 |
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