Dümbgen, Lutz; Johns, Robert B. (2004). Confidence Bands for Isotonic Median Curves using Sign-Tests. Journal of computational and graphical statistics : JCGS, 13(2), pp. 519-533. American Statistical Association 10.1198/1061860043506
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Suppose that one observes independent random variables (X1, Y1), (X2, Y2), …, (Xn, Yn) in R2 with unknown distributions, except that Median(Yi | Xi = M(x) for some unknown isotonic function M. We describe an explicit algorithm for the computation of confidence bands for the median function M whose running time is of order O(n2). The bands rely on multiscale sign tests and are shown to have desirable asymptotic properties.
Item Type: |
Journal Article (Original Article) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Dümbgen, Lutz |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1061-8600 |
Publisher: |
American Statistical Association |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
14 Dec 2015 09:29 |
Last Modified: |
05 Dec 2022 14:50 |
Publisher DOI: |
10.1198/1061860043506 |
BORIS DOI: |
10.7892/boris.73747 |
URI: |
https://boris.unibe.ch/id/eprint/73747 |
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