The Annals of Statistics

Confidence tubes for multiple quantile plots via empirical likelihood

John H. J. Einmahl and Ian W. McKeague

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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 information

Ann. Statist., Volume 27, Number 4 (1999), 1348-1367.

First available in Project Euclid: 4 April 2002

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G15: Tolerance and confidence regions
Secondary: 62G20: Asymptotic properties

Censoring confidence region distribution-free k-sample comparison nonparametric likelihood ratio quantile-quantile plot


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.

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