The Marauders never actually refer to themselves as "the Marauders" in the books, but the term quickly developed among fans as a reference to the Marauder's Map. They were also referred to as "the Marauders" by Hermione Granger in Harry Potter and the Half-Blood Prince.
J. K. Rowling later confirmed on her website however that 'James, Sirius, Remus, and Peter dubbed themselves "marauders", hence the way they titled the map.'

Т.е. при желании можно считать, что Роулинг на сайте говорит ерунду, а Карта мародера — потому что на ней очень много всего полезного.