Mame Astou Diouf

Regularized goodness-of-fit statistics and exact nonparametric confidence bands for distributions with application to household consumption

We study from a finite-sample viewpoint the problem of building tests and simultaneous confidence bands for cumulative distribution functions (CDFs), continuous or discrete. We emphasize procedures based on reweighted empirical distribution function (EDF) with shrinking bandwidths in the tails of the distribution. Sinc...