Abstract
Interval estimation of the ROC curve is considered using the empirical likelihood techniques. Suggested is a procedure that is very simple computationally and avoids the constrained optimization problems usually faced with empirical likelihood methods. Various modifications are suggested and the performance of the intervals is evaluated in terms of their coverage probability. The results show that some of the suggested intervals compete well with other intervals known in the literature.
DOI
10.22237/jmasm/1193890920
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
