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Title

Visualizing Multiple Quantile Plots
Authors

Marko A. A. Boon
John H. J. Einmahl
Ian W. McKeague
Journal / Anthology

Journal of Computational and Graphical Statistics
Year: 2013
Volume: 22
Issue: 1
Page range: 69–78
Description

Multiple-quantile plots provide a powerful graphical method for comparing the distributions of two or more populations. This article develops a method of visualizing triple-quantile plots and their associated confidence tubes, thus extending the notion of a quantile–quantile (QQ) plot to three dimensions. More specifically, we consider three independent one-dimensional random samples with corresponding quantile functions Q1, Q2, and Q3. The triple-quantile (QQQ) plot is then defined as the threedimensional curve Q(p) = (Q1(p),Q2(p),Q3(p)), where 0 < p < 1. The empirical likelihood method is used to derive simultaneous distribution-free confidence tubes for Q.We apply our method to an economic case study of strike durations and to an epidemiological study involving the comparison of cholesterol levels among three populations. These data as well as the Mathematica code for computation of the tubes are available in the online supplementary materials.
Subject

*Mathematics > Probability and Statistics