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Simultaneous confidence bands for multiple comparisons of several percentile lines

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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.

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Acknowledgements

We sincerely thank the editor and the two referees for their constructive comments.

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Authors and Affiliations

  1. Institute of Finance and Economics Research, School of Urban and Regional Science, Shanghai University of Finance and Economics, Shanghai, 200433, China

    Sanyu Zhou

  2. College of Mathematics and Statistics, Shenzhen University, Shenzhen, 518060, China

    Yu Zhang

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  1. Sanyu Zhou
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  2. Yu Zhang
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Correspondence to Sanyu Zhou.

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Zhou, S., Zhang, Y. Simultaneous confidence bands for multiple comparisons of several percentile lines. Comput Stat (2024). https://doi.org/10.1007/s00180-024-01481-6

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