Coverage accuracy of confidence intervals in nonparametric regression

DOI10.1007/S10255-003-0113-3MaRDI QIDQ1432851zbMATH OpenOpenAlexFDO

Authors Yongsong Qin, Song Xi Chen

Publication date 22 June 2004

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-003-0113-3

zbMATH Keywords

normal approximationempirical likelihoodNadaraya-Watson estimator

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 47593 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• Edgeworth expansions for nonparametric density estimators, with applications
• Empirical likelihood confidence intervals for linear regression coefficients
• Empirical likelihood confidence intervals for nonparametric density estimation
• Empirical likelihood is Bartlett-correctable
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Exponential empirical likelihood is not Bartlett correctable
• Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
• Methodology and Algorithms of Empirical Likelihood
• On bootstrap confidence intervals in nonparametric regression
• On the accuracy of empirical likelihood confidence regions for linear regression model
• Smoothed empirical likelihood confidence intervals for quantiles
• The bootstrap and Edgeworth expansion

Cited in

(11)

• Coverage of credible intervals in nonparametric monotone regression
• EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE
• Statistical diagnosis for non-parametric regression models with random right censorship based on the empirical likelihood method
• A review on empirical likelihood methods for regression
• Coverage accuracy of confidence intervals for a conditional probability density function
• Confidence intervals for nonparametric regression
• On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference
• The minimum coverage probability of confidence intervals in regression after a preliminary \(F\) test
• Confidence Intervals for Nonparametric Curve Estimates
• Confidence Intervals Based on Local Linear Smoother
• Accurate confidence intervals in regression analyses of non-normal data

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