Smoothed empirical likelihood for ROC curves with censored data

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.

关键词： Bootstrap confidence band Smooched empirical likelihood Right censoring data ROC curves

作者: Hanfang Yang Yichuan Zhao

作者单位: Department of Mathematics and Statistics, Georgia State University.Atlanta,GA 30303.United States Department of Mathematics and Statistics,Georgia State University.Atlanta,GA 30303.United States

会议类型: 国际会议

会议名称: Second Joint Biostatistics Symposium(第二届生物统计国际研讨会2012)

会议地点: 北京

会议语种:英文

页码: 308-317

在线出版日期: 2012-07-08（万方平台首次上网日期，不代表论文的发表时间）