Confidence Bands for Isotonic Median Curves using Sign-Tests
| Data(s) |
2004
|
|---|---|
| Resumo |
Suppose that one observes independent random variables (X1, Y1), (X2, Y2), …, (Xn, Yn) in R2 with unknown distributions, except that Median(Yi | Xi = M(x) for some unknown isotonic function M. We describe an explicit algorithm for the computation of confidence bands for the median function M whose running time is of order O(n2). The bands rely on multiscale sign tests and are shown to have desirable asymptotic properties. |
| Formato |
application/pdf |
| Identificador |
http://boris.unibe.ch/73747/1/SignCBiso-JCGS.pdf Dümbgen, Lutz; Johns, Robert B. (2004). Confidence Bands for Isotonic Median Curves using Sign-Tests. Journal of Computational and Graphical Statistics, 13(2), pp. 519-533. American Statistical Association 10.1198/1061860043506 <http://dx.doi.org/10.1198/1061860043506> doi:10.7892/boris.73747 info:doi:10.1198/1061860043506 urn:issn:1061-8600 |
| Idioma(s) |
eng |
| Publicador |
American Statistical Association |
| Relação |
http://boris.unibe.ch/73747/ |
| Direitos |
info:eu-repo/semantics/restrictedAccess |
| Fonte |
Dümbgen, Lutz; Johns, Robert B. (2004). Confidence Bands for Isotonic Median Curves using Sign-Tests. Journal of Computational and Graphical Statistics, 13(2), pp. 519-533. American Statistical Association 10.1198/1061860043506 <http://dx.doi.org/10.1198/1061860043506> |
| Palavras-Chave | #510 Mathematics |
| Tipo |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion PeerReviewed |
