Intervalli di confidenza non parametrici per l'area sotto la curva ROC
Following an idea by Jing et al. (2005), this paper combines the empirical likelihood for the mean functional with jackknife pseudo-values obtained from the Mann-Witney twosample statistic. This leads to a pseudo-likelihood L(??) for the area ?? 0 under the ROC curve. A Wilks-type theorem is proved, so that L(??) can be used in a standard way to obtain approximate confidence intervals for ?? 0. Some simulation results are given, in order to show the usefulness of the proposed method.
Year of publication: |
2006
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Authors: | Adimari, Gianfranco |
Published in: |
Statistica. - Dipartimento di Scienze Statistiche "Paolo Fortunati", ISSN 0390-590X. - Vol. 66.2006, 1, p. 39-49
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Publisher: |
Dipartimento di Scienze Statistiche "Paolo Fortunati" |
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