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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제26권 제1호
- 발행연도
- 2019.1
- 수록면
- 35 - 46 (12page)
이용수
초록· 키워드
오류제보하기
Multivariate Confidence Region (MCR) cannot be used to obtain the confidence region of the mean vector of multivariate data when the normality assumption is not satisfied; however, the Quantile Confidence Region (QCR) could be used with a Multivariate Quantile Vector in these cases. The coverage rate of the QCR is better than MCR; however, it has a disadvantage because the QCR has a wide shape when the probability density function follows a bimodal form. In this study, we propose a Quantile Confidence Region using the Highest density (QCRHD) method with the Highest Density Region (HDR). The coverage rate of QCRHD was superior to MCR, but is found to be similar to QCR. The QCRHD is constructed as one region similar to QCR when the distance of the mean vector is close. When the distance of the mean vector is far, the QCR has one wide region, but the QCRHD has two smaller regions. Based on these features, it is found that the QCRHD can overcome the disadvantages of the QCR, which may have a wide shape.
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