Honest Confidence Bands for Isotonic Quantile Curves
Statistics Theory
2022-07-06 v2 Methodology
Statistics Theory
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.
Keywords
Cite
@article{arxiv.2206.13069,
title = {Honest Confidence Bands for Isotonic Quantile Curves},
author = {Lutz Duembgen and Lukas Luethi},
journal= {arXiv preprint arXiv:2206.13069},
year = {2022}
}