This article develops sharp confidence bands for percentiles of regression functions over finite intervals. Attention is focused on one-sided (upper) bands for these percentiles, but a simple ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
This article is a generalization of the procedures developed by Steinhorst and Bowden (1971) for constructing confidence bands for the 100βth percentiles in the general linear model. Since the ...