Simultaneous confidence bands for multiple comparisons of several percentile lines

Sanyu Zhou () and Yu Zhang ()
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Sanyu Zhou: Shanghai University of Finance and Economics
Yu Zhang: Shenzhen University

Computational Statistics, 2025, vol. 40, issue 1, No 5, 123 pages

Abstract: 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.

Keywords: Regression; Simultaneous inference; Simulation (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s00180-024-01481-6

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