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Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions

Fabian Dunker, Stephan Klasen, Tatyana Krivobokova

arXiv 24 Oct 2017 · Statistics — Methodology · publishedElectronic Journal of Statistics (2019) · 2 citations (OpenAlex)

arXiv:1710.09009 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various economic variables when repeated cross-sectional data are available. Inspired by the so-called growth incidence curves introduced in poverty research, we argue that the ratio of quantile functions is a more appropriate and informative tool to compare two distributions. We present an estimator for the ratio of quantile functions and develop corresponding simultaneous confidence bands, which allow to assess significance of certain features of the quantile functions ratio. Derived simultaneous confidence bands rely on the asymptotic distribution of the quantile functions ratio and do not require re-sampling techniques. The performance of the simultaneous confidence bands is demonstrated in simulations. Analysis of the expenditure data from Uganda in years 1999, 2002 and 2005 illustrates the relevance of our approach.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Cheng, C. and Wu, J (2010) Interval estimation of quantile ratios applied to anti-cancer drug screening by xenograft experiments0.81142100%
2Csörgo, M. and Révész, P (1984) Two approaches to constructing simultaneous confidence bounds for quantiles0.7373367%
3Dominici, F., Cope, L., Naiman, D. Q., and Zeger, S. L (2005) Smooth quantile ratio estimation0.64441100%
4Csörgo, M (1983) Quantile processes with statistical applications, volume 42 of CBMS-NSF Regional Conference Series in Applied Mathematics0.5114225%
5Klasen, S (2008) Economic growth and poverty reduction: Measurement issues using income and non-income indicators self0.51121100%
6Bourguignon, F (2011) Non-anonymous growth incidence curves, income mobility and social welfare dominance0.40511100%
7Chesneau, C., Dewan, I., and Doosti, H (2016) Nonparametric estimation of a quantile density function by wavelet methods0.40511100%
8Csörgo, M., Horváth, L., and Deheuvels, P (1991) Estimating the quantile-density function0.40511100%
9Csörgo, M. and Révész, P (1978) Strong approximations of the quantile process0.40511100%
10Cantelli, F. P (1933) Sulla determinazione empirica delle leggi di probabilita0.40511100%

Showing the top 10 of 30 scored citations.