The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for multiple quantile plots based on $k$ independent (possibly right-censored) samples. These tubes are asymptotically distribution free, except when both $k \geq 3$ and censoring is present. Pointwise versions of the confidence tubes, however, are asymptotically distribution free in all cases. The various confidence tubes are valid under minimal conditions. The proposed methods are applied in three real data examples
In this paper a simple way to obtain empirical likelihood type confidence intervals for the mean und...
This paper makes two main contributions to inference for conditional quantiles. First, we construct ...
Quantiles, which are also known as values-at-risk in finance, frequently arise in practice as measur...
The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for ...
The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for ...
Multiple quantile plots provide a powerful graphical method for comparing the distributions of two o...
Multiple-quantile plots provide a powerful graphical method for comparing the distributions of two o...
We present a semiparametric approach to inference on the underlying distributions of multiple right-...
In this thesis, we study two independent samples under right censoring. Using a smoothed empirical l...
In this thesis, various construction methods for simultaneous confidence intervals for quantiles are...
Empirical likelihood (EL) was first applied to quantiles by Chen and Hall (1993, Ann. Statist., 21, ...
We propose a new empirical likelihood approach which can be used to construct non-parametric (design...
Thus far, likelihood-based interval estimates for quantiles have not been studied in the literature ...
In this paper a new version of the empirical log-likelihood ratio function for quantiles is presente...
Thus far, likelihood-based interval estimates for quantiles have not been studied in the literature ...
In this paper a simple way to obtain empirical likelihood type confidence intervals for the mean und...
This paper makes two main contributions to inference for conditional quantiles. First, we construct ...
Quantiles, which are also known as values-at-risk in finance, frequently arise in practice as measur...
The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for ...
The nonparametric empirical likelihood approach is used to obtain simultaneous confidence tubes for ...
Multiple quantile plots provide a powerful graphical method for comparing the distributions of two o...
Multiple-quantile plots provide a powerful graphical method for comparing the distributions of two o...
We present a semiparametric approach to inference on the underlying distributions of multiple right-...
In this thesis, we study two independent samples under right censoring. Using a smoothed empirical l...
In this thesis, various construction methods for simultaneous confidence intervals for quantiles are...
Empirical likelihood (EL) was first applied to quantiles by Chen and Hall (1993, Ann. Statist., 21, ...
We propose a new empirical likelihood approach which can be used to construct non-parametric (design...
Thus far, likelihood-based interval estimates for quantiles have not been studied in the literature ...
In this paper a new version of the empirical log-likelihood ratio function for quantiles is presente...
Thus far, likelihood-based interval estimates for quantiles have not been studied in the literature ...
In this paper a simple way to obtain empirical likelihood type confidence intervals for the mean und...
This paper makes two main contributions to inference for conditional quantiles. First, we construct ...
Quantiles, which are also known as values-at-risk in finance, frequently arise in practice as measur...