Honest Confidence Bands for Isotonic Quantile Curves
Lutz Duembgen, Lukas Luethi
TL;DR
This paper develops confidence bands for isotonic quantile curves in nonparametric regression, ensuring specified coverage probabilities, adapting previous methods for median curves to broader quantile functions.
Contribution
It introduces a novel method for constructing confidence bands for isotonic quantile curves with guaranteed coverage, extending prior median-focused approaches.
Findings
Provides confidence bands with guaranteed coverage probability.
Adapts existing median curve methods to quantile curves.
Enhances nonparametric regression inference.
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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Taxonomy
TopicsAdvanced Statistical Methods and Models · Statistical Methods and Inference · Statistical Methods in Clinical Trials