Smoothed jackknife empirical likelihood method for ROC curve

Authors:
Yun Gong;Liang Peng;Yongcheng Qi
Affiliations:
School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332-0160, USA;School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332-0160, USA;Department of Mathematics and Statistics, University of Minnesota-Duluth, 1117 University Drive, Duluth, MN 55812, USA
Venue:
Journal of Multivariate Analysis
Year:
2010

Citing 3
Cited 3

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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.