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Title of Journal: Sci China Math

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Abbravation: Science China Mathematics

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SP Science China Press

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DOI

10.1002/andp.19925040304

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1862-2763

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On exactness and unbiasedness of confidence bands

Authors: XiaoBo Ding XingZhong Xu Shuran Zhao
Publish Date: 2010/07/10
Volume: 53, Issue: 10, Pages: 2665-2678
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Abstract

We define a class of confidence bands for distribution functions named simple confidence bands The class of bands includes the common step bands and continuous bands some of which may perform better than the smoothed bands not belonging to the class eg the kernel smoothed bands It is shown that under some mild assumptions the simple bands with exact coverage for continuous distribution functions are all step bands The unbiasedness problem of the step bands is also investigated It is proved that most of twosided step bands are biased and onesided step bands are unbiased

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