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Poster communications

Certainty bands for the conditional cumulative distribution function and applications

Sandie Ferrigno 1, 2 Bernard Foliguet 3 Myriam Maumy-Bertrand 4 Aurélie Muller-Gueudin 1, 2
1 BIGS - Biology, genetics and statistics
Inria Nancy - Grand Est, IECL - Institut Élie Cartan de Lorraine
2 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.
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Poster communications
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https://hal.inria.fr/hal-01236952
Contributor : Sandie Ferrigno Connect in order to contact the contributor
Submitted on : Wednesday, December 2, 2015 - 2:06:51 PM
Last modification on : Saturday, October 16, 2021 - 11:18:03 AM

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  • HAL Id : hal-01236952, version 1

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CNRS | IECN | IRMA | INSMI | INRIA | UNIV-LORRAINE | INRIA2 | SITE-ALSACE | IECLPS

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Sandie Ferrigno, Bernard Foliguet, Myriam Maumy-Bertrand, Aurélie 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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