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.
@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/