Confidence Intervals Based on Local Linear Smoother

DOI10.1111/1467-9469.00273zbMATH Open1017.62044OpenAlexW2143103505MaRDI QIDQ4416163FDOQ4416163

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

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zbMATH Keywords

normal approximationconfidence intervalsEdgeworth expansioncoverage probability

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Automatic bandwidth choice and confidence intervals in nonparametric regression
• On confidence intervals in nonparametric binary regression via Edgeworth expansions

Cited In (7)

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

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