Certainty bands for the conditional cumulative distribution function and applications - Inria - Institut national de recherche en sciences et technologies du numérique
Poster Année : 2015

Certainty bands for the conditional cumulative distribution function and applications

Résumé

In this paper, we establish uniform asymptotic certainty bands for the conditional cumulative distribution function. To this aim, we give exact rate of strong uniform consistency for the local linear estimator of this function. The corollaries of this result are the asymptotic certainty bands for the quantiles and the regression function. We illustrate our results with simulations and an application on fetopathologic data.
Fichier non déposé

Dates et versions

hal-01236952 , version 1 (02-12-2015)

Identifiants

  • HAL Id : hal-01236952 , version 1

Citer

Sandie Ferrigno, Bernard Foliguet, Myriam Maumy-Bertrand, Aurélie Muller-Gueudin. Certainty bands for the conditional cumulative distribution function and applications. CMStatistics 2015, Dec 2015, London, United Kingdom. ⟨hal-01236952⟩
182 Consultations
0 Téléchargements

Partager

More