论文标题

诚实的置信带的等渗分位数曲线

Honest Confidence Bands for Isotonic Quantile Curves

论文作者

Duembgen, Lutz, Luethi, Lukas

论文摘要

我们为非参数单变量回归中的等渗分位数曲线提供了置信带,并保证了覆盖范围。该方法是对等渗中位曲线的Duembgen和Johns(2004)的置信带的适应。

We provide confidence bands for isotonic quantile curves in nonparametric univariate regression with guaranteed given coverage probability. The method is an adaptation of the confidence bands of Duembgen and Johns (2004) for isotonic median curves.

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