The Annals of Statistics
- Ann. Statist.
- Volume 27, Number 4 (1999), 1348-1367.
Confidence tubes for multiple quantile plots via empirical likelihood
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.
Ann. Statist., Volume 27, Number 4 (1999), 1348-1367.
First available in Project Euclid: 4 April 2002
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Einmahl, John H. J.; McKeague, Ian W. Confidence tubes for multiple quantile plots via empirical likelihood. Ann. Statist. 27 (1999), no. 4, 1348--1367. doi:10.1214/aos/1017938929. https://projecteuclid.org/euclid.aos/1017938929