Bootstrap Calibrated Empirical Likelihood Confidence Intervals for ROC Curves

摘要：

Applications of receiver operating characteristic (ROC) curve analysis can be found in almost every scientific field. Under nonparametric settings, this paper proposes to use empirical distributions to estimate the population distributions in ROC curves, and then combine the bootstrap calibrated empirical likelihood method to construct confidence intervals for ROC curves. We demonstrate through simulation studies that intervals based on the bootstrap calibrated normal approximation are less satisfactory for samples of small or moderate size while the bootstrap calibrated empirical likelihood ratio confidence intervals perform well for all samples.

关键词： ROC curve empirical likelihood bootstrap method confidence interval coverage probability

作者: LEI Qingzhu QIN Yongsong

作者单位: Department of Mathematics, Guangxi Normal University, China, 541004

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-5

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）