Confidence sets for a multivariate distribution (Q1080588)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence sets for a multivariate distribution |
scientific article |
Statements
Confidence sets for a multivariate distribution (English)
0 references
1986
0 references
Studied in this paper is an alternative multivariate version of the one- dimensional Kolmogorov-Smirnov confidence band which preserves affine invariance. Moreover, it has correct asymptotic level for arbitrary actual distribution and possesses a local minimax optimality property. Critical values are determined by bootstrapping. Three illustrative numerical studies are included.
0 references
half-space distance
0 references
multivariate version of the one-dimensional Kolmogorov-Smirnov confidence band
0 references
affine invariance
0 references
local minimax optimality property
0 references
Critical values
0 references
bootstrapping
0 references
