Smoothed jackknife empirical likelihood method for ROC curve

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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. © 2010 Elsevier Inc. All rights reserved.

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APA

Gong, Y., Peng, L., & Qi, Y. (2010). Smoothed jackknife empirical likelihood method for ROC curve. Journal of Multivariate Analysis, 101(6), 1520–1531. https://doi.org/10.1016/j.jmva.2010.01.012

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