## The Annals of Statistics

### Confidence Sets for a Multivariate Distribution

#### Abstract

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.

#### Article information

Source
Ann. Statist., Volume 14, Number 2 (1986), 431-443.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176349931

Digital Object Identifier
doi:10.1214/aos/1176349931

Mathematical Reviews number (MathSciNet)
MR840507

Zentralblatt MATH identifier
0599.62057

JSTOR