Confidence tubes for multiple quantile 
plots via empirical likelihood

John H.J. Einmahl and Ian W. McKeague

ABSTRACT

The nonparametric empirical likelihood approach 
is used to obtain simultaneous confidence tubes for 
multiple quantile plots based on k independent 
(possibly right-censored) samples.  These tubes are 
distribution-free, except when both k>2 and censoring is present. 
Pointwise versions of the confidence tubes, however,
are distribution-free in all cases.  The various confidence 
tubes are valid under minimal conditions.  The proposed 
methods are applied in three real data examples.