Honest Confidence Bands for Isotonic Quantile Curves

2022/06/27 by Duembgen, Lutz, Luethi, Lukas
#62G15 #62G20 #63G08 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2206.13069

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.

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