Title: Empirical likelihood confidence regions for comparison distributions and ROC curves
Authors: Claeskens, Gerda ×
Jing, BY
Peng, L
Zhou, W #
Issue Date: Jun-2003
Publisher: Statistical Science Association of Canada
Series Title: The Canadian journal of statistics vol:31 issue:2 pages:173-190
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.
ISSN: 0319-5724
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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