Confidence bands for distribution functions when parameters are estimated from the data: a non-Monte-Carlo approach

DOI10.1002/BIMJ.201200008MaRDI QIDQ4921954zbMATH OpenOpenAlexWikidataFDO

Authors Walter A. Rosenkrantz

Publication date 28 May 2013

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.201200008

zbMATH Keywords

simultaneous confidence intervalsWald statisticconfidence bands for distribution functionsconvex confidence sets

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

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Cites work

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• scientific article; zbMATH DE number 1249686 (Why is no real title available?)
• Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
• Numerical Tabulation of the Distribution of Kolmogorov's Statistic for Finite Sample Size

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(12)

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• Minimum-area confidence sets for a normal distribution
• Confidence Bands for Cumulative Distribution Functions of Continuous Random Variables
• Confidence sets and confidence bands for a beta distribution with applications to credit risk management
• Recursive confidence band construction for an unknown distribution function
• Confidence sets for a multivariate distribution
• Approximate and generalized confidence bands for the mean and mode functions of the lognormal diffusion process
• A new approach to tests and confidence bands for distribution functions
• Optimal distribution-free confidence bands for a distribution function
• The distribution of total variation distance, with applications to simultaneous confidence intervals

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