Confidence Intervals Based on Local Linear Smoother

DOI10.1111/1467-9469.00273MaRDI QIDQ4416163zbMATH OpenOpenAlexFDO

Authors Song Xi Chen, Yongsong Qin

Publication date 7 August 2003

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00273

zbMATH Keywords

confidence intervalscoverage probabilityEdgeworth expansionnormal approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) General nonlinear regression (62J02)

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Cited in

(8)

• On confidence intervals in nonparametric binary regression via Edgeworth expansions
• Empirical likelihood for regression discontinuity design
• Coverage error optimal confidence intervals for local polynomial regression
• Empirical likelihood confidence intervals for local linear smoothers
• Convergence rates for uniform confidence intervals based on local polynomial regression estimators
• Reweighted functional estimation of diffusion models
• On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
• Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models

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