Smoothed empirical likelihood for ROC curves with censored data
| Autor: | Yichuan Zhao, Hanfang Yang |
|---|---|
| Rok vydání: | 2012 |
| Předmět: |
Statistics and Probability
Numerical Analysis Receiver operating characteristic Coverage probability Smoothed empirical likelihood ROC curves Confidence interval Statistics::Computation Distribution (mathematics) Empirical likelihood Likelihood-ratio test Statistics Bootstrap confidence band Kernel smoother Statistics::Methodology Right censoring data Statistics Probability and Uncertainty Mathematics Confidence and prediction bands |
| Zdroj: | Journal of Multivariate Analysis. 109:254-263 |
| ISSN: | 0047-259X |
| DOI: | 10.1016/j.jmva.2012.03.002 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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