Honest Confidence Bands for Isotonic Quantile Curves

Published 27 Jun 2022 in math.ST, stat.ME, and stat.TH | (2206.13069v2)

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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