Optimal distribution-free confidence bands for a distribution function

DOI10.1016/j.jspi.2007.12.001zbMath1140.62038OpenAlexW2066980890MaRDI QIDQ935440

Jesse C. Frey

Publication date: 6 August 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.12.001

zbMATH Keywords

Brunn-Minkowski inequalityKolmogorov-Smirnovnonparametric likelihoodNoé's recursion

Mathematics Subject Classification ID

Related Items (7)

Confidence sets and confidence bands for a beta distribution with applications to credit risk management ⋮ On exactness and unbiasedness of confidence bands for a continuous distribution function ⋮ Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics ⋮ Optimal distribution-free confidence bands for a distribution function ⋮ Nonparametric inference for distribution functions with stratified samples ⋮ Fast calculation of boundary crossing probabilities for Poisson processes ⋮ Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels

Cites Work

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• Optimal distribution-free confidence bands for a distribution function
• Brunn-Minkowski inequality and its aftermath
• Confidence Bands for Cumulative Distribution Functions of Continuous Random Variables
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Goodness-of-fit test statistics that dominate the Kolmogorov statistics
• The Brunn-Minkowski inequality
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
• Nonparametric Likelihood Confidence Bands for a Distribution Function
• The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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