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Nonparametric Likelihood Confidence Bands for a Distribution Function

 

作者: ArtB. Owen,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1995）
卷期: Volume 90, issue 430  

页码: 516-521

 

ISSN:0162-1459

 

年代: 1995

 

DOI:10.1080/01621459.1995.10476543

 

出版商: Taylor & Francis Group

 

关键词: Anderson-Darling;Bahadur efficiency;Empirical distribution;Kolmogorov-Smirnov;Noé's recursion;Relative optimality

 

数据来源: Taylor

 

摘要:

Berk and Jones described a nonparametric likelihood test of uniformity with greater asymptotic Bahadur efficiency than any weighted Kolmogorov–Smirnov test at any alternative toU[0, 1]. We invert this test to form confidence bands for a distribution function using Noé's recursion. Nonparametric likelihood bands are narrower in the tails and wider in the center than Kolmogorov-Smirnov bands and are asymmetric about the empirical cumulative distribution function.

 

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