Simultaneous confidence bands for multiple comparisons of several percentile lines

被引：0

作者：

Zhou, Sanyu ^{[1
]}

Zhang, Yu ^{[2
]}

机构：

[1] Shanghai Univ Finance & Econ, Inst Finance & Econ Res, Sch Urban & Reg Sci, Shanghai 200433, Peoples R China

[2] Shenzhen Univ, Coll Math & Stat, Shenzhen 518060, Peoples R China

来源：

COMPUTATIONAL STATISTICS | 2025年 / 40卷 / 01期

关键词：

Regression; Simultaneous inference; Simulation; POLYNOMIAL REGRESSION; BOUNDS; CONTRASTS;

D O I：

10.1007/s00180-024-01481-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In practice, it is often necessary to compare several percentile lines. To that end, a set of simultaneous confidence bands has been constructed. The contributions of this research are as follows: (1) the proposed bands are constructed and used to multiple comparisons of several percentile lines for the first time; (2) they allow to draw various comparisons: pairwise, successive and many-to-one; and (3) the comparisons can be drawn on any intervals of interest, and provide more information on both the magnitude and the direction of difference. In addition, practical applications are presented.

引用

页码：111 / 123

页数：13

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