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August 1999 Confidence tubes for multiple quantile plots via empirical likelihood
John H. J. Einmahl, Ian W. McKeague
Ann. Statist. 27(4): 1348-1367 (August 1999). DOI: 10.1214/aos/1017938929

Abstract

The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for multiple quantile plots based on $k$ independent (possibly right-censored) samples. These tubes are asymptotically distribution free, except when both $k \geq 3$ and censoring is present. Pointwise versions of the confidence tubes, however, are asymptotically distribution free in all cases. The various confidence tubes are valid under minimal conditions. The proposed methods are applied in three real data examples.

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John H. J. Einmahl. Ian W. McKeague. "Confidence tubes for multiple quantile plots via empirical likelihood." Ann. Statist. 27 (4) 1348 - 1367, August 1999. https://doi.org/10.1214/aos/1017938929

Information

Published: August 1999
First available in Project Euclid: 4 April 2002

zbMATH: 0957.62038
MathSciNet: MR1740108
Digital Object Identifier: 10.1214/aos/1017938929

Subjects:
Primary: 62G15
Secondary: 62G20

Rights: Copyright © 1999 Institute of Mathematical Statistics

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Vol.27 • No. 4 • August 1999
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