Confidence sets for a multivariate distribution (Q1080588)
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scientific article; zbMATH DE number 3967692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence sets for a multivariate distribution |
scientific article; zbMATH DE number 3967692 |
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Confidence sets for a multivariate distribution (English)
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1986
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Studied in this paper is an alternative multivariate version of the one- dimensional Kolmogorov-Smirnov confidence band which preserves affine invariance. Moreover, it has correct asymptotic level for arbitrary actual distribution and possesses a local minimax optimality property. Critical values are determined by bootstrapping. Three illustrative numerical studies are included.
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half-space distance
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multivariate version of the one-dimensional Kolmogorov-Smirnov confidence band
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affine invariance
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local minimax optimality property
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Critical values
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bootstrapping
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