Intervalli di confidenza non parametrici per l'area sotto la curva ROC

Gianfranco Adimari

Statistica, 2006, vol. 66, issue 1, 39-49

Abstract: Following an idea by Jing et al. (2005), this paper combines the empirical likelihood for the mean functional with jackknife pseudo-values obtained from the Mann-Witney twosample statistic. This leads to a pseudo-likelihood L(??) for the area ?? 0 under the ROC curve. A Wilks-type theorem is proved, so that L(??) can be used in a standard way to obtain approximate confidence intervals for ?? 0. Some simulation results are given, in order to show the usefulness of the proposed method.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:66:y:2006:i:1:p:39-49

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