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Asymptotic Simultaneous Estimations For Contrasts Of Quantiles, Lawrence Sethor Segbehoe, Frank Schaarschmidt, Gemechis Dilba Djira
Asymptotic Simultaneous Estimations For Contrasts Of Quantiles, Lawrence Sethor Segbehoe, Frank Schaarschmidt, Gemechis Dilba Djira
SDSU Data Science Symposium
Although the expected value is popular, many researches in the health and social sciences involve skewed distributions and inferences concerning quantiles. Most standard multiple comparison procedures require the normality assumption. For example, few methods exist for comparing the medians of independent samples or quantiles of several distributions in general. To our knowledge, there is no general-purpose method for constructing simultaneous confidence intervals for multiple contrasts of quantiles. In this paper, we develop an asymptotic method for constructing such intervals and extend the idea to that of time-to-event data in survival analysis. Small-sample performance of the proposed method is assessed in …