Confidence tubes for multiple quantile plots via empirical likelihood

J.H.J. Einmahl, I.W. McKeague

    Research output: Contribution to journalArticleAcademicpeer-review

    33 Citations (Scopus)
    83 Downloads (Pure)

    Abstract

    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.
    Original languageEnglish
    Pages (from-to)1348-1367
    Number of pages20
    JournalThe Annals of Statistics
    Volume27
    Issue number4
    DOIs
    Publication statusPublished - 1999

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