On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions
In this paper, the distribution-free confidence region (rectangular) for the vector of the co-ordinate-wise quantiles of a general continuous bivariate distribution function is explicitly derived. This confidence region, in general, depends on the dependence function. A procedure is suggested which enables one to attach a confidence coefficient to the estimate of the confidence region even if the dependence function is unknown. Moreover, some approximated distribution-free lower bounds, which are independent of the dependence function, of the confidence coefficient of this region are derived. Finally, some results of this study are extended to the three-dimensional vector of the co-ordinate-wise quantiles.
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Volume (Year): 56 (2002)
Issue (Month): 1 (January)
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