Confidence tubes for multiple quantile plots via empirical likelihood

• 成果类型: Article
• 署名作者: Einmahl, JHJ; McKeague, IW
• 署名单位: Eindhoven University of Technology; State University System of Florida; Florida State University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1999
• 页码: 1348-1367
• 关键词: censored-data; survival probabilities

摘要

The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for multiple quantile plots based on k independent (possibly right-censored) samples. These tubes are asymptotically distribution free, except when both k greater than or equal to 3 and censoring is present. Pointwise versions of the confidence tubes, however, are asymptotically distribution free in all cases. The various confidence tubes are valid under minimal conditions. The proposed methods are applied in three real data examples.