Confidence Sets for a Multivariate Distribution
Beran, R. ; Millar, P. W.
Ann. Statist., Tome 14 (1986) no. 2, p. 431-443 / Harvested from Project Euclid
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The confidence sets for a $q$-dimensional distribution studied in this paper have several attractive features: affine invariance, correct asymptotic level whatever the actual distribution may be, numerical feasibility, and a local asymptotic minimax optimality property. When dimension $q$ equals one, the confidence sets reduce to the usual Kolmogorov-Smirnov confidence bands, except that critical values are determined by bootstrapping.
Publié le : 1986-06-14
Classification:  Confidence set,  multivariate distribution,  affine invariance,  local asymptotic minimax,  bootstrap,  62G05,  62H12 
@article{1176349931,
     author = {Beran, R. and Millar, P. W.},
     title = {Confidence Sets for a Multivariate Distribution},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 431-443},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349931}
}

Beran, R.; Millar, P. W. Confidence Sets for a Multivariate Distribution. Ann. Statist., Tome 14 (1986) no. 2, pp.  431-443. http://gdmltest.u-ga.fr/item/1176349931/