Empirical likelihood confidence regions for comparison distributions and ROC curves. (English) Zbl 1039.62038
Summary: 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.
MSC:
| 62G15 | Nonparametric tolerance and confidence regions |
| 62E20 | Asymptotic distribution theory in statistics |
| 62G09 | Nonparametric statistical resampling methods |
Keywords:
bootstrap; comparison distribution; confidence region; coverage accuracy; empirical likelihood; ROC curve; smoothingReferences:
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