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Simultaneous confidence regions for ranks

Xiaoyi Ji and Rolf Larsson

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 21, 6939-6949

Abstract: Consider a ranking list of stochastic quantities, such as success proportions of desease treatments at different hospitals. In Holm and Larsson (2024), a method to calculate a confidence interval for the position of one unit within the distribution of other units was proposed. This article extends this method to confidence regions for the positions of several units. Asymptotic normality is shown to hold. An empirical example is given, as well as a simulation study on small sample confidence levels.

Date: 2025
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DOI: 10.1080/03610926.2025.2464084

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