Nonparametric confidence intervals for the area under the ROC curve
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, s...
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| Format: | Article |
| Language: | English |
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University of Bologna
2013-03-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/446 |