Smoothed jackknife empirical likelihood method for ROC curve

Yun Gong, Liang Peng, Yongcheng Qi

Research output: Contribution to journalArticlepeer-review

35 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)1520-1531
Number of pages12
JournalJournal of Multivariate Analysis
Volume101
Issue number6
DOIs
StatePublished - Jul 2010

Keywords

  • Confidence interval
  • Empirical likelihood
  • Jackknife
  • ROC curve

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