Certainty bands for the conditional cumulative distribution function and applications
Statistics Theory
2014-07-21 v1 Statistics Theory
Abstract
In this paper, we establish uniform asymptotic certainty bands for the conditional cumulative distribution function. To this aim, we give exact rate of strong uniform consistency for the local linear estimator of this function. The corollaries of this result are the asymptotic certainty bands for the quantiles and the regression function. We illustrate our results with simulations and an application on fetopathologic data.
Cite
@article{arxiv.1407.4909,
title = {Certainty bands for the conditional cumulative distribution function and applications},
author = {Sandie Ferrigno and Bernard Foliguet and Myriam Maumy-Bertrand and Aurélie Muller-Gueudin},
journal= {arXiv preprint arXiv:1407.4909},
year = {2014}
}
Comments
25 pages