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3 results on '"Jackknife, U-statistics"'

1. Inference on Correlated Discrimination Measures in Survival Analysis: A Nonparametric Approach.

Author

Antolini, Laura, Nam, Byung-Ho, and D'Agostino, Ralph B.

Subjects
*NONPARAMETRIC statistics, *U-statistics, *MATHEMATICAL statistics, *STATISTICAL sampling, *DISTRIBUTION (Probability theory), *STATISTICS
Abstract

The area under the receiver operating characteristic curve (overall C) is a widely used measure of a prognostic model discrimination. In this paper, we develop a nonparametric test for the comparison of two correlated C indexes of two different models when applied to the same population. We extend the DeLong's approach and use the theory of the jackknife methodology applied to correlated one sample generalized U-statistics. We derive the distribution of correlated estimators of C indexes as well as a consistent estimate of the asymptotic variance, leading to an asymptotically normal test. [ABSTRACT FROM AUTHOR]

Published
2004
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2. Inference on Correlated Discrimination Measures in Survival Analysis

Author

ANTOLINI, LAURA, Nam, BH, D’Agostino, RB, Antolini, L, Nam, B, and D’Agostino, R

Subjects
Correlated C indexe, Jackknife, U-statistics
Abstract

The area under the receiver operating characteristic curve (overall C) is a widely used measure of a prognostic model discrimination. In this paper, we develop a nonparametric test for the comparison of two correlated C indexes of two different models when applied to the same population. We extend the DeLong's approach and use the theory of the jackknife methodology applied to correlated one sample generalized U-statistics. We derive the distribution of correlated estimators of C indexes as well as a consistent estimate of the asymptotic variance, leading to an asymptotically normal test.

Published
2004

3. Inference on Correlated Discrimination Measures in Survival Analysis

Author

Antolini, L, Nam, B, D’Agostino, R, ANTOLINI, LAURA, Nam, BH, D’Agostino, RB, Antolini, L, Nam, B, D’Agostino, R, ANTOLINI, LAURA, Nam, BH, and D’Agostino, RB

Abstract

The area under the receiver operating characteristic curve (overall C) is a widely used measure of a prognostic model discrimination. In this paper, we develop a nonparametric test for the comparison of two correlated C indexes of two different models when applied to the same population. We extend the DeLong's approach and use the theory of the jackknife methodology applied to correlated one sample generalized U-statistics. We derive the distribution of correlated estimators of C indexes as well as a consistent estimate of the asymptotic variance, leading to an asymptotically normal test.

Published
2004

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