Simultaneous Confidence Band For Quantile Regressions With Interval Restricted Predictors And Comparions

This paper considers the construction of simultaneous confidence bands for percentile line on linear regression that based on the construction of simultaneous confidence bands for the traditional linear regression model.Some scholars have studied relevant issues,and put forward a variety of simultaneous confidence band.But only conservative bands,which use critical constants over the whole covariate range(-?,(10)?),are available in the literature.And these studies are all about the two-sided confidence bands.This work includes two parts.First,it considers the construction of two-sided and one-sided simultaneous confidence bands for percentile line over a finite interval of the covariate.Second,we simulate and compared six confidence bands on the basis of definition of confidence bands average width.At the end of this paper,a practical example for one-sided simultaneous confidence bands is given.