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.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 56 (2002)
Issue (Month): 1 (January)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:56:y:2002:i:1:p:37-43. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.