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Primary Article

Confidence Bands for Isotonic Median Curves Using Sign Tests

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Pages 519-533 | Published online: 01 Jan 2012
 

Abstract

Suppose that one observes independent random variables (X1, Y1), (X2, Y2), …, (Xn, Yn) in R2 with unknown distributions, except that Median(Yi | Xi = M(x) for some unknown isotonic function M. We describe an explicit algorithm for the computation of confidence bands for the median function M whose running time is of order O(n2). The bands rely on multiscale sign tests and are shown to have desirable asymptotic properties.

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