Smoothed jackknife empirical likelihood method for ROC curve
From MaRDI portal
Publication:968504
Recommendations
- Smoothed jackknife empirical likelihood inference for ROC curves with missing data
- Smoothed jackknife empirical likelihood inference for the difference of ROC curves
- Smoothed empirical likelihood for ROC curves with censored data
- Nonparametric confidence intervals for the area under the ROC curve
- Smoothed empirical likelihood inference for ROC curve in the presence of missing biomarker values
Cites work
- A frequency domain empirical likelihood for short- and long-range dependence
- An adaptive empirical likelihood test for parametric time series regression models
- Analysis of Longitudinal Data in the Case–Control Studies via Empirical Likelihood
- Block empirical likelihood for longitudinal partially linear regression models
- EMPIRICAL LIKELIHOOD FOR GARCH MODELS
- Empirical Likelihood Inference for the Area under the ROC Curve
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood
- Empirical likelihood based confidence intervals for copulas
- Empirical likelihood confidence intervals for the mean of a long‐range dependent process
- Empirical likelihood confidence regions for comparison distributions and ROC curves
- Empirical likelihood for non-smooth criterion functions
- Empirical likelihood for single-index models
- Empirical likelihood for the difference of quantiles under censorship
- Empirical likelihood for the two-sample mean problem
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood tests for two-sample problems via nonparametric density estimation
- Empirical-likelihood-based semiparametric inference for the treatment effect in the two-sample problem with censoring
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
- Generalized empirical likelihood tests in time series models with potential identification failure
- Jackknife Empirical Likelihood
- Kernel estimators of the ROC curve are better than empirical.
- Local linear smoothing of receiver operating characteristic (ROC) curves
- Nonparametric and semiparametric estimation of the receiver operating characteristic curve
- Nonparametric confidence intervals for receiver operating characteristic curves
- On empirical likelihood for semiparametric two-sample density ratio models
- The jackknife and bootstrap
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data
Cited in
(42)- Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices
- A review of recent advances in empirical likelihood
- Smoothed jackknife empirical likelihood inference for ROC curves with missing data
- Empirical likelihood test for equality of two distributions using distance of characteristic functions
- Jackknife empirical likelihood inference for the Pietra ratio
- On nonsmooth estimating functions via jackknife empirical likelihood
- Bayesian empirical likelihood inference for the mean absolute deviation
- On weak convergence of quantile-based empirical likelihood process for ROC curves
- Adjusted jackknife empirical likelihood for stationary ARMA and ARFIMA models
- Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
- Transformed jackknife empirical likelihood for probability weighted moments
- Smoothed jackknife empirical likelihood inference for the difference of ROC curves
- Smoothed jackknife empirical likelihood for the difference of two quantiles
- Weighted estimation of the dependence function for an extreme-value distribution
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- Jackknife empirical likelihood inference for the mean absolute deviation
- Jackknife empirical likelihood for the lower-mean ratio
- New non-parametric inferences for low-income proportions
- Jackknife empirical likelihood tests for error distributions in regression models
- Statistical inference for the difference of two Lorenz curves
- Jackknife empirical likelihood confidence intervals for the categorical Gini correlation
- Empirical likelihood confidence intervals for regression parameters of the survival rate
- Jackknife empirical likelihood for the difference of two volumes under ROC surfaces
- Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data
- Bayesian and influence function‐based empirical likelihoods for inference of sensitivity to the early diseased stage in diagnostic tests
- Smooth estimation of ROC curve in the presence of auxiliary information
- A two sample nonparametric test for variability via empirical likelihood methods
- ROC curve estimation based on local smoothing
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
- Jackknife empirical likelihood for the error variance in linear models
- Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present
- Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random
- Empirical likelihood for linear transformation models with interval-censored failure time data
- Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing
- Statistical Inference for a Relative Risk Measure
- Empirical likelihood-based confidence intervals for the sensitivity of a continuous-scale diagnostic test with missing data
- Nonparametric confidence intervals for the area under the ROC curve
- Bayesian jackknife empirical likelihood for the error variance in linear regression models
- Smoothed empirical likelihood for ROC curves with censored data
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation
- Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data
- Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates
This page was built for publication: Smoothed jackknife empirical likelihood method for ROC curve
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q968504)
