10.6092/ISSN.1973-2201/446
Adimari, G.
G.
Adimari
Nonparametric confidence intervals for the area under the ROC curve
Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
2013
PDF Document
2013
application/octet-stream
Statistica; Vol 66, No 1 (2006); 39-49
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 two-sample statistic. This leads to a pseudo-likelihood L(p) for the area p0 under the ROC curve. A Wilks-type theorem is proved, so that L(p) can be used in a standard way to obtain approximate confidence intervals for p0. Some simulation results are given, in order to show the usefulness of the proposed method.
Statistica; Vol 66, No 1 (2006); 39-49