Recursive confidence band construction for an unknown distribution function

DOI10.1002/BIMJ.201300213MaRDI QIDQ2938303zbMATH OpenOpenAlexWikidataFDO

Authors Seksan Kiatsupaibul, Anthony J. Hayter

Publication date 14 January 2015

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.201300213

zbMATH Keywords

confidence bandsmultinomial distributionquantilesrecursive methodologiessimultaneous confidence intervals

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

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Cites work

• Applied nonparametric statistical methods.
• Computing the cumulative distribution function of the Kolmogorov-Smirnov statistic.
• scientific article; zbMATH DE number 3436463 (Why is no real title available?)
• Minimum-area confidence sets for a normal distribution
• Multiple Comparisons
• Numerical Tabulation of the Distribution of Kolmogorov's Statistic for Finite Sample Size
• Recursive integration methodologies with statistical applications
• Simultaneous statistical inference. 2nd ed
• Tables for the Lilliefors and modified Cramer-von Mises tests of normality

Cited in

(5)

• Constructing minimum-width confidence bands
• Efficient computation of the stochastic behavior of partial sum processes
• Confidence sets and confidence bands for a beta distribution with applications to credit risk management
• Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
• The reduction of the average width of confidence bands for an unknown continuous distribution function

Describes a project that uses

Uses Software

• R
• KolmogorovSmirnovDist

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