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Semiparametric inference for ROC curves with censoring
Hua Liang1; Yong Zhou2,3
2008-06-01
发表期刊SCANDINAVIAN JOURNAL OF STATISTICS
ISSN0303-6898
卷号35期号:2页码:212-227
摘要Comparison of two samples can sometimes be conducted on the basis of analysis of receiver operating characteristic (ROC) curves. A variety of methods of point estimation and confidence intervals for ROC curves have been proposed and well studied. We develop smoothed empirical likelihood-based confidence intervals for ROC curves when the samples are censored and generated from semiparametric models. The resulting empirical log-likelihood function is shown to be asymptotically chi-squared. Simulation studies illustrate that the proposed empirical likelihood confidence interval is advantageous over the normal approximation-based confidence interval. A real data set is analysed using the proposed method.
关键词confidence interval coverage empirical likelihood function empirical likelihood ratio estimating equation Kaplan-Meier estimation
DOI10.1111/j.1467-9469.2007.00580.x
语种英语
WOS研究方向Mathematics
WOS类目Statistics & Probability
WOS记录号WOS:000255836500002
出版者WILEY-BLACKWELL
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/6418
专题应用数学研究所
通讯作者Hua Liang
作者单位1.Univ Rochester, Med Ctr, Dept Biostat & Computat Biol, Rochester, NY 14642 USA
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
3.Chinese Acad Sci, Shanghai Univ Finance & Econ, Dept Stat, Beijing 100080, Peoples R China
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Hua Liang,Yong Zhou. Semiparametric inference for ROC curves with censoring[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2008,35(2):212-227.
APA Hua Liang,&Yong Zhou.(2008).Semiparametric inference for ROC curves with censoring.SCANDINAVIAN JOURNAL OF STATISTICS,35(2),212-227.
MLA Hua Liang,et al."Semiparametric inference for ROC curves with censoring".SCANDINAVIAN JOURNAL OF STATISTICS 35.2(2008):212-227.
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