Empirical Likelihood Confidence Intervals for ROC Curves Under Right Censorship

Abstract

In this thesis, we apply smoothed empirical likelihood method to investigate confidence intervals for the receiver operating characteristic (ROC) curve with right censoring. As a particular application of comparison of distributions from two populations, the ROC curve is constructed by the combination of cumulative distribution function and quantile function. Under mild conditions, the smoothed empirical likelihood ratio converges to chi-square distribution, which is the well-known Wilks's theorem. Furthermore, the performances of the empirical likelihood method are also illustrated by simulation studies in terms of coverage probability and average length of confidence intervals. Finally, a primary biliary cirrhosis data is used to illustrate the proposed empirical likelihood procedure.