Smoothed empirical likelihood for ROC curves with censored data

Hanfang Yang and Yichuan Zhao

Journal of Multivariate Analysis, 2012, vol. 109, issue C, 254-263

Abstract: The receiver operating characteristic (ROC) curve is an attractive basis for the comparison of distribution functions between two populations. In this paper, we apply the censored empirical likelihood method with kernel smoothing to investigate the ROC curve. It is shown that the smoothed empirical likelihood ratio converges to a chi-square distribution, which is the well-known Wilks theorem. We also propose a bootstrap procedure for obtaining the censored empirical likelihood confidence band for the ROC curve. The performance of the proposed empirical likelihood method is illustrated through extensive simulation studies in terms of coverage probability and average length of confidence intervals.

Keywords: Bootstrap confidence band; Smoothed empirical likelihood; Right censoring data; ROC curves (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:109:y:2012:i:c:p:254-263

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DOI: 10.1016/j.jmva.2012.03.002

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