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Simultaneous confidence bands for multiple comparisons of several percentile lines

Author

Listed:
  • Sanyu Zhou

    (Shanghai University of Finance and Economics)

  • Yu Zhang

    (Shenzhen University)

Abstract

In practice, it is often necessary to compare several percentile lines. To that end, a set of simultaneous confidence bands has been constructed. The contributions of this research are as follows: (1) the proposed bands are constructed and used to multiple comparisons of several percentile lines for the first time; (2) they allow to draw various comparisons: pairwise, successive and many-to-one; and (3) the comparisons can be drawn on any intervals of interest, and provide more information on both the magnitude and the direction of difference. In addition, practical applications are presented.

Suggested Citation

  • Sanyu Zhou & Yu Zhang, 2025. "Simultaneous confidence bands for multiple comparisons of several percentile lines," Computational Statistics, Springer, vol. 40(1), pages 111-123, January.
  • Handle: RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01481-6
    DOI: 10.1007/s00180-024-01481-6
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    References listed on IDEAS

    as
    1. Liu W. & Jamshidian M. & Zhang Y., 2004. "Multiple Comparison of Several Linear Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 395-403, January.
    2. Lu, Xiaolei & Kuriki, Satoshi, 2017. "Simultaneous confidence bands for contrasts between several nonlinear regression curves," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 83-104.
    3. Sanyu Zhou, 2017. "One-sided hyperbolic simultaneous confidence bands for multiple and polynomial regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(2), pages 187-200, February.
    4. Zhou, S. & Yao, K. & Liu, W. & Bretz, F., 2022. "Construction of simultaneous confidence bands using conditional Monte Carlo," Statistics & Probability Letters, Elsevier, vol. 182(C).
    Full references (including those not matched with items on IDEAS)

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