Confidence tubes for multiple quantile plots via empirical likelihood
Einmahl, John H. J. ; McKeague, Ian W.
Ann. Statist., Tome 27 (1999) no. 4, p. 1348-1367 / Harvested from Project Euclid
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.
Publié le : 1999-08-14
Classification:  Censoring,  confidence region,  distribution-free,  k-sample comparison,  nonparametric likelihood ratio,  quantile-quantile plot,  62G15,  62G20
@article{1017938929,
     author = {Einmahl, John H. J. and McKeague, Ian W.},
     title = {Confidence tubes for multiple quantile plots via empirical
			 likelihood},
     journal = {Ann. Statist.},
     volume = {27},
     number = {4},
     year = {1999},
     pages = { 1348-1367},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1017938929}
}
Einmahl, John H. J.; McKeague, Ian W. Confidence tubes for multiple quantile plots via empirical
			 likelihood. Ann. Statist., Tome 27 (1999) no. 4, pp.  1348-1367. http://gdmltest.u-ga.fr/item/1017938929/