Confidence Intervals Based on Local Linear Smoother

DOI10.1111/1467-9469.00273zbMath1017.62044OpenAlexW2143103505MaRDI QIDQ4416163

Song Xi Chen, Yong Song 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

zbMATH Keywords

confidence intervalscoverage probabilitynormal approximationEdgeworth expansion

Mathematics Subject Classification ID

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

Related Items (5)

On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference ⋮ Coverage error optimal confidence intervals for local polynomial regression ⋮ REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS ⋮ Convergence rates for uniform confidence intervals based on local polynomial regression estimators ⋮ Empirical likelihood for regression discontinuity design

Cites Work

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• On confidence intervals in nonparametric binary regression via Edgeworth expansions
• Automatic bandwidth choice and confidence intervals in nonparametric regression

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