Empirical likelihood confidence intervals for nonparametric functional data analysis

DOI10.1016/J.JSPI.2012.02.008zbMATH Open1238.62057arXiv0904.0843OpenAlexW2093357218MaRDI QIDQ419261FDOQ419261

Heng Lian

Publication date: 18 May 2012

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

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.

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

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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)

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Cited In (39)

• On double-index dimension reduction for partially functional data
• Nonlinear measurement errors models subject to partial linear additive distortion
• Title not available (Why is that?)
• Plug-in prediction intervals for a special class of standard ARH(1) processes
• Nonlinear regression models with single‐index heteroscedasticity
• Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models
• A review of empirical likelihood methods for time series
• Testing symmetry of model errors for non linear multiplicative distortion measurement error models
• Absolute logarithmic calibration for correlation coefficient with multiplicative distortion
• Logarithmic calibration for partial linear models with multiplicative distortion measurement errors
• Logarithmic calibration for multiplicative distortion measurement errors regression models
• Testing symmetry based on empirical likelihood
• Nonlinear regression models with profile nonlinear least squares estimation
• Varying coefficient partially functional linear regression models
• Estimation for a hybrid model of functional and linear measurement errors regression with missing response
• A revisit to correlation analysis for distortion measurement error data
• Asymptotic normality of locally modelled regression estimator for functional data
• Functional partial linear single-index model
• Statistical inference for linear regression models with additive distortion measurement errors
• Partial linear additive distortion measurement errors models
• Nonlinear regression models with general distortion measurement errors
• Estimation of the error distribution function for partial linear single-index models
• Partial linear models with general distortion measurement errors
• Additive distortion measurement errors regression models with exponential calibration
• Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data
• Unified Empirical Likelihood Ratio Tests for Functional Concurrent Linear Models and the Phase Transition from Sparse to Dense Functional Data
• Calibration procedures for linear regression models with multiplicative distortion measurement errors
• Title not available (Why is that?)
• Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model
• Empirical likelihood inference for partial functional linear model with missing responses
• Estimation of correlation coefficient with general distortion measurement errors
• Multivariate analysis of variance for functional data
• Detection of the symmetry of model errors for partial linear single-index models
• Correlation coefficient-based measure for checking symmetry or asymmetry of a continuous variable with additive distortion
• Detection the symmetry or asymmetry of model errors in partial linear models
• Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient
• Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹
• Multiplicative distortion measurement errors linear models with general moment identifiability condition
• Correlation analysis with additive distortion measurement errors

Uses Software

• fda (R)

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