Smoothed empirical likelihood for ROC curves with censored data

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• 作者：Hanfang Yang ^{hyang13@student.gsu.edu} ; Yichuan Zhao ; ^{dz2007@gmail.com} ; ^{yichuan@gsu.edu}
• 关键词：62N03 ; 62G20
• 刊名：Journal of Multivariate Analysis
• 出版年：2012
• 期刊代码：77_0047259x
• 类别：mt
• 出版时间：August, 2012
• 卷：109
• 期：Complete
• 页码：254-263
• 文件大小：276 K

摘要

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.