I want to calculate the standard error of the area under the curve computed with the Mann-Whitney U-Test (MWUT).
Hanley and McNeil 1982 give a formula for it (they call the AUC calculated with the MWUT "W"). However I'm finding this hard to implement so I'd like to bootstrap it to check/replace my work.
My question is how do I sample from the two distributions to perform the bootstrap? Shall I resample from them independently or resample from the whole set together and keep track of the case labels?
Another concern I have is how the resampling will affect the MWUT, given that there will be tied ranks.