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Honest Confidence Bands for Isotonic Quantile Curves

Authors :
Duembgen, Lutz
Luethi, Lukas
Publication Year :
2022

Abstract

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.

Subjects

Subjects :
Mathematics - Statistics Theory
Statistics - Methodology
63G08, 62G15, 62G20

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2206.13069
Document Type :
Working Paper

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