Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2013.07.041
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Gengsheng Qin & Xiao-Hua Zhou, 2006. "Empirical Likelihood Inference for the Area under the ROC Curve," Biometrics, The International Biometric Society, vol. 62(2), pages 613-622, June.
- Margaret Sullivan Pepe & Tianxi Cai, 2004. "The Analysis of Placement Values for Evaluating Discriminatory Measures," Biometrics, The International Biometric Society, vol. 60(2), pages 528-535, June.
- Jing Qin, 2003. "Using logistic regression procedures for estimating receiver operating characteristic curves," Biometrika, Biometrika Trust, vol. 90(3), pages 585-596, September.
- Wan, Shuwen & Zhang, Biao, 2008. "Comparing correlated ROC curves for continuous diagnostic tests under density ratio models," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 233-245, September.
- Vaart,A. W. van der, 1998. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521496032.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chen, Xiwei & Vexler, Albert & Markatou, Marianthi, 2015. "Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 186-198.
- Soutik Ghosal & Zhen Chen, 2022. "Discriminatory Capacity of Prenatal Ultrasound Measures for Large-for-Gestational-Age Birth: A Bayesian Approach to ROC Analysis Using Placement Values," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 14(1), pages 1-22, April.
- Adimari Gianfranco & Chiogna Monica, 2010. "Simple Nonparametric Confidence Regions for the Evaluation of Continuous-Scale Diagnostic Tests," The International Journal of Biostatistics, De Gruyter, vol. 6(1), pages 1-20, July.
- Wan, Shuwen, 2012. "An empirical likelihood confidence interval for the volume under ROC surface," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1463-1467.
- Bruffaerts, C. & De Rock, B. & Dehon, C., 2013.
"The robustness of the hyperbolic efficiency estimator,"
Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 349-363.
- Christopher Bruffaerts & Bram De Rock & Catherine Dehon, 2013. "The robustness of the hyperbolic efficiency estimator," ULB Institutional Repository 2013/131706, ULB -- Universite Libre de Bruxelles.
- Coolen-Maturi, Tahani & Elkhafifi, Faiza F. & Coolen, Frank P.A., 2014. "Three-group ROC analysis: A nonparametric predictive approach," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 69-81.
- Elisa–María Molanes-López & Ricardo Cao, 2008. "Relative density estimation for left truncated and right censored data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 693-720.
- Holly Janes & Gary Longton & Margaret S. Pepe, 2009. "Accommodating covariates in receiver operating characteristic analysis," Stata Journal, StataCorp LP, vol. 9(1), pages 17-39, March.
- Balabdaoui, Fadoua & Kulagina, Yulia, 2020. "Completely monotone distributions: Mixing, approximation and estimation of number of species," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
- Cheam, Amay S.M. & McNicholas, Paul D., 2016. "Modelling receiver operating characteristic curves using Gaussian mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 192-208.
- Long, Hongwei & Shimizu, Yasutaka & Sun, Wei, 2013. "Least squares estimators for discretely observed stochastic processes driven by small Lévy noises," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 422-439.
- B Rey deCastro, 2019. "Cumulative ROC curves for discriminating three or more ordinal outcomes with cutpoints on a shared continuous measurement scale," PLOS ONE, Public Library of Science, vol. 14(8), pages 1-16, August.
- Battey, Heather & Linton, Oliver, 2014.
"Nonparametric estimation of multivariate elliptic densities via finite mixture sieves,"
Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 43-67.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers CWP41/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers CWP15/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Antic, J. & Laffont, C.M. & Chafaï, D. & Concordet, D., 2009. "Comparison of nonparametric methods in nonlinear mixed effects models," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 642-656, January.
- Alicja Jokiel-Rokita & Rafał Topolnicki, 2019. "Minimum distance estimation of the binormal ROC curve," Statistical Papers, Springer, vol. 60(6), pages 2161-2183, December.
- Margaret S. Pepe & Gary Longton & Holly Janes, 2009. "Estimation and comparison of receiver operating characteristic curves," Stata Journal, StataCorp LP, vol. 9(1), pages 1-16, March.
- Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
- Emura, Takeshi & Konno, Yoshihiko, 2012. "A goodness-of-fit test for parametric models based on dependently truncated data," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2237-2250.
- Romdhani, H. & Lakhal-Chaieb, L. & Rivest, L.-P., 2014. "Kendall’s tau for hierarchical data," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 210-225.
- Chiang, Chin-Tsang & Chiu, Chih-Heng, 2012. "Nonparametric and semiparametric optimal transformations of markers," Journal of Multivariate Analysis, Elsevier, vol. 103(1), pages 124-141, January.
More about this item
Keywords
AUC; Chi-square distribution; Density ratio model; Empirical likelihood; ROC curve;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:70:y:2014:i:c:p:101-115. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.