Empirical likelihood confidence intervals for nonparametric functional data analysis

DOI10.1016/J.JSPI.2012.02.008MaRDI QIDQ419261zbMATH OpenOpenAlexFDO

Authors Heng Lian

Publication date 18 May 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.0843

zbMATH Keywords

Wilk's theoremnonparametric functional data analysisstrong mixing data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15)

Abstract: We consider the problem of constructing confidence intervals for nonparametric functional data analysis using empirical likelihood. In this doubly infinite-dimensional context, we demonstrate the Wilks's phenomenon and propose a bias-corrected construction that requires neither undersmoothing nor direct bias estimation. We also extend our results to partially linear regression involving functional data. Our numerical results demonstrated the improved performance of empirical likelihood over approximation based on asymptotic normality.

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Cited in

(44)

• Correlation analysis with additive distortion measurement errors
• On double-index dimension reduction for partially functional data
• Nonlinear measurement errors models subject to partial linear additive distortion
• Plug-in prediction intervals for a special class of standard ARH(1) processes
• scientific article; zbMATH DE number 7109280 (Why is no real title available?)
• Weighted empirical likelihood inference for dynamical correlations
• Nonlinear regression models with single‐index heteroscedasticity
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• A review of empirical likelihood methods for time series
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• Nonlinear regression models with general distortion measurement errors
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• Additive distortion measurement errors regression models with exponential calibration
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• Calibration procedures for linear regression models with multiplicative distortion measurement errors
• Unified Empirical Likelihood Ratio Tests for Functional Concurrent Linear Models and the Phase Transition from Sparse to Dense Functional Data
• scientific article; zbMATH DE number 1772572 (Why is no real title available?)
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