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  • Confidence intervals for ECDF based on bootstrap

    Dear all,

    I am using a kernel density estimation in order to find discontinuities in the empirical distribution. I would like to calculate the confidence bands for the empirical distribution through the bootstrap procedure and then to use these confidence intervals to a diagram in order to see if the kernel density estimation exactly meets a confidence band for the empirical distribution of my variable.

    Is there any way to create a variable with the confidence band (through the bootstrap procedure) in order to use in a diagram?

    Thank you in advance
    Kind regards
    K. Marenas
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