Sequential Nonparametric Fixed-Width Confidence Intervals for Conditional Quantiles

Let {(X i , Y i ): i ≥ 1} be a sequence of bivariate r.v.'s from a continuous distribution H with marginals F and G, respectively, and let G x (·) denote the conditional distribution of Y 1 given X 1  = x, x ∈ Λ(F), the support of F. In this paper sequential fixed-width confidence interval proc...

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Bibliographic Details
Published in:Sequential analysis 2010-01, Vol.29 (1), p.69-87
Main Authors: Bagui, S. C., Mehra, K. L., Krishnaiah, Y. S. Rama
Format: Article
Language:English
Subjects:
Asymptotic methods
Conditional quantile estimators
Confidence intervals
Sequential fixed-width confidence intervals
Sequential relative efficiency-deficiency
Statistics
Studies
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Summary:Let {(X i , Y i ): i ≥ 1} be a sequence of bivariate r.v.'s from a continuous distribution H with marginals F and G, respectively, and let G x (·) denote the conditional distribution of Y 1 given X 1  = x, x ∈ Λ(F), the support of F. In this paper sequential fixed-width confidence interval procedures of length (at most) 2d for the conditional quantile q x (λ) = inf {y: G x (y) ≥ λ}, 0 
ISSN:0747-4946
1532-4176
DOI:10.1080/07474940903482429