Smallest nonparametric tolerance regions.

DOI10.1214/aos/1013203456zbMath1043.62045OpenAlexW2153472177MaRDI QIDQ1848908

John H. J. Einmahl, Alessandro Di Bucchianico, Nino A. Mushkudiani

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1013203456

zbMATH Keywords

asymptotic normalityprediction regionminimum volume set

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Related Items

Cube root weak convergence of empirical estimators of a density level set ⋮ Confidence estimation for tolerance intervals ⋮ Conditional predictive inference for stable algorithms ⋮ An approach for specifying trimming and winsorization cutoffs ⋮ Approximate tolerance intervals for nonparametric regression models ⋮ Multivariate spacings based on data depth. I: Construction of nonparametric multivariate tolerance regions ⋮ Shorter nonparametric prediction intervals for an order statistic from a future sample ⋮ Validation of tolerance interval ⋮ Parametric versus nonparametric tolerance regions in detection problems ⋮ Distribution-Free Prediction Sets ⋮ On multivariate quantiles under partial orders ⋮ Data-driven nonparametric tolerance sets ⋮ Applications of hyperellipsoidal prediction regions ⋮ Small nonparametric tolerance regions for directional data ⋮ Frontier estimation in nonparametric location-scale models ⋮ Prediction intervals for regression models ⋮ Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.

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