The Shorth Plot

J.H.J. Einmahl, M. Gantner, G. Sawitzki

Research output: Working paperDiscussion paperOther research output

285 Downloads (Pure)

Abstract

The shorth plot is a tool to investigate probability mass concentration. It is a graphical representation of the length of the shorth, the shortest interval covering a certain fraction of the distribution, localized by forcing the intervals considered to contain a given point x. It is easy to compute, avoids bandwidth selection problems and allows scanning for local as well as for global features of the probability distribution. We prove functional central limit theorems for the empirical shorth plot. The good rate of convergence of the empirical shorth plot makes it useful already for moderate sample size.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages24
Volume2008-24
Publication statusPublished - 2008

Publication series

NameCentER Discussion Paper
Volume2008-24

Keywords

  • Data analysis
  • distribution diagnostics
  • functional central limit theorem
  • probability mass concentration

Fingerprint Dive into the research topics of 'The Shorth Plot'. Together they form a unique fingerprint.

Cite this