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Title: Coverage accuracy of confidence intervals in nonparametric regression
Authors: Chen, S.-X. 
Qin, Y.-S.
Keywords: Confidence interval
Empirical likelihood
Nadaraya-Watson estimator
Normal approximation
Issue Date: 2003
Citation: Chen, S.-X.,Qin, Y.-S. (2003). Coverage accuracy of confidence intervals in nonparametric regression. Acta Mathematicae Applicatae Sinica 19 (3) : 387-396. ScholarBank@NUS Repository.
Abstract: Point-wise confidence intervals for a nonparametric regression function with random design points are considered. The confidence intervals are those based on the traditional normal approximation and the empirical likelihood. Their coverage accuracy is assessed by developing the Edgeworth expansions for the coverage probabilities. It is shown that the empirical likelihood confidence intervals are Bartlett correctable. © Springer-Verlag 2003.
Source Title: Acta Mathematicae Applicatae Sinica
ISSN: 01689673
DOI: 10.1007/s10255-003-0113-3
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