Certainty bands for the conditional cumulative distribution function and applications

Sandie Ferrigno 1, 2 Bernard Foliguet 3 Myriam Maumy-Bertrand 4 A. Muller-Gueudin 1, 2
1 BIGS - Biology, genetics and statistics
Inria Nancy - Grand Est, IECL - Institut Élie Cartan de Lorraine
2 Probabilités et statistiques
IECL - Institut Élie Cartan de Lorraine
3 CHRU Nancy - Centre Hospitalier Régional Universitaire de Nancy
4 IRMA - Institut de Recherche Mathématique Avancée
Abstract : In this paper, we establish uniform asymptotic certainty bands for the conditional cumulative distribution function. To this aim, we give exact rate of strong uniform consistency for the local linear estimator of this function. The corollaries of this result are the asymptotic certainty bands for the quantiles and the regression function. We illustrate our results with simulations and an application on fetopathologic data.
Type de document :
Poster
CMStatistics 2015, Dec 2015, London, United Kingdom
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https://hal.inria.fr/hal-01236952
Contributeur : Sandie Ferrigno <>
Soumis le : mercredi 2 décembre 2015 - 14:06:51
Dernière modification le : mercredi 14 mars 2018 - 16:46:04

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  • HAL Id : hal-01236952, version 1

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IECN | IRMA | INSMI | INRIA | UNIV-LORRAINE | SITE-ALSACE

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Sandie Ferrigno, Bernard Foliguet, Myriam Maumy-Bertrand, A. Muller-Gueudin. Certainty bands for the conditional cumulative distribution function and applications. CMStatistics 2015, Dec 2015, London, United Kingdom. 〈hal-01236952〉

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