On exactness and unbiasedness of the simple confidence bands for a continuous distribution function
We define a class of confidence bands for distribution functions, named simple confidence bands. The class of bands includes the common step bands and continuous bands, some of which may perform better than the smoothed bands not belonging to the class, e.g. the kernel smoothed bands. It is shown that under some trivial assumptions, the simple bands with exact coverage for continuous distribution functions are all step bands. The unbiasedness problem of the step bands is also investigated. It is proved that most of two-sided step bands are biased and one-sided step bands are unbiased.
Berk-Jones EPSD bands Exact coverage Goodness of fit Kernel smoothing Kolmogorov-Smirnov QMAW bands Reversed Berk-Jones Simple confidence bands Unbiasedness
Xiaobo Ding Xingzhong Xu Shuran Zhao
Department of Mathematics, Beijing Institute of Technology,Beijing 100081, China
国际会议
北京
英文
105-126
2008-08-10（万方平台首次上网日期，不代表论文的发表时间）