Optimal distribution-free confidence bands for a distribution function

DOI10.1016/J.JSPI.2007.12.001MaRDI QIDQ935440zbMATH OpenOpenAlexFDO

Authors Jesse Frey

Publication date 6 August 2008

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2007.12.001

zbMATH Keywords

nonparametric likelihoodBrunn-Minkowski inequalityKolmogorov-SmirnovNoé's recursion

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

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Cites work

• scientific article; zbMATH DE number 993371 (Why is no real title available?)
• scientific article; zbMATH DE number 1119424 (Why is no real title available?)
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Brunn-Minkowski inequality and its aftermath
• Confidence Bands for Cumulative Distribution Functions of Continuous Random Variables
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• Nonparametric Likelihood Confidence Bands for a Distribution Function
• Optimal distribution-free confidence bands for a distribution function
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
• The Brunn-Minkowski inequality
• The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics

Cited in

(14)

• OptBand: optimization-based confidence bands for functions to characterize time-to-event distributions
• Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels
• Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
• A new approach to tests and confidence bands for distribution functions
• Nonparametric inference for distribution functions with stratified samples
• Fast calculation of boundary crossing probabilities for Poisson processes
• Confidence sets and confidence bands for a beta distribution with applications to credit risk management
• Distribution-free confidence intervals for measurement of effective bandwidth
• The reduction of the average width of confidence bands for an unknown continuous distribution function
• On exactness and unbiasedness of confidence bands for a continuous distribution function
• Exact nonparametric confidence bands for the survivor function
• Uniform confidence bands: characterization and optimality
• Recursive confidence band construction for an unknown distribution function
• Optimal distribution-free confidence bands for a distribution function

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