Confidence intervals for nonparametric regression functions under negatively associated errors

DOI10.1080/10485252.2011.566335MaRDI QIDQ3106416zbMATH OpenOpenAlexFDO

Authors Weizhen Yang, Yongsong Qin, Yinghua Li, Qingzhu Lei

Publication date 21 December 2011

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

Full work available at URL https://doi.org/10.1080/10485252.2011.566335

zbMATH Keywords

nonparametric regressionempirical likelihoodnegatively associated sample

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• Confidence intervals for nonparametric regression
• scientific article; zbMATH DE number 7109280
• Empirical likelihood confidence intervals of nonparametric regression functions
• scientific article; zbMATH DE number 3197584
• Bounded length confidence intervals in nonparametric regression
• Confidence intervals for nonparametric regression functions with missing data
• Empirical likelihood confidence intervals for nonparametric regression functions under dependent samples
• scientific article; zbMATH DE number 646821
• Simple and honest confidence intervals in nonparametric regression

Cites work

• A comparison theorem on moment inequalities between negatively associated and independent random variables
• A note on the almost sure convergence of sums of negatively dependent random variables
• Complete convergence for weighted sums of NA sequences
• Empirical likelihood confidence intervals for local linear smoothers
• Empirical likelihood methods with weakly dependent processes
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Methodology and Algorithms of Empirical Likelihood
• Negative association of random variables, with applications
• Nonparametric function recovering from noisy observations
• Resampling a coverage pattern
• Resampling methods for dependent data
• Some concepts of negative dependence
• Some maximal inequalities and complete convergences of negatively associated random sequences
• The Stationary Bootstrap
• The bootstrap and Edgeworth expansion
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• The jackknife and the bootstrap for general stationary observations
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• The weak convergence for functions of negatively associated random variables
• Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.

Cited in

(4)

• scientific article; zbMATH DE number 7109280 (Why is no real title available?)
• Empirical likelihood for nonparametric regression functions under -mixing high-frequency data
• Empirical likelihood for nonparametric models under linear process errors
• Accurate confidence intervals in regression analyses of non-normal data

This page was built for publication: Confidence intervals for nonparametric regression functions under negatively associated errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3106416)