Smoothed jackknife empirical likelihood method for ROC curve

Yun Gong, Liang Peng and Yongcheng Qi

Journal of Multivariate Analysis, 2010, vol. 101, issue 6, 1520-1531

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.

Keywords: Confidence; interval; Empirical; likelihood; Jackknife; ROC; curve (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (22)

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