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Empirical likelihood confidence regions for comparison distributions and roc curves
Author(s) -
Claeskens Gerda,
Jing BingYi,
Peng Liang,
Zhou Wang
Publication year - 2003
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3316066
Subject(s) - statistics , confidence interval , receiver operating characteristic , mathematics , empirical likelihood , econometrics , maximum likelihood
Abstract Abstract: The authors derive empirical likelihood confidence regions for the comparison distribution of two populations whose distributions are to be tested for equality using random samples. Another application they consider is to ROC curves, which are used to compare measurements of a diagnostic test from two populations. The authors investigate the smoothed empirical likelihood method for estimation in this context, and empirical likelihood based confidence intervals are obtained by means of the Wilks theorem. A bootstrap approach allows for the construction of confidence bands. The method is illustrated with data analysis and a simulation study.