Please use this identifier to cite or link to this item: https://doi.org/10.1007/s10255-003-0113-3
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dc.titleCoverage accuracy of confidence intervals in nonparametric regression
dc.contributor.authorChen, S.-X.
dc.contributor.authorQin, Y.-S.
dc.date.accessioned2014-10-28T05:11:06Z
dc.date.available2014-10-28T05:11:06Z
dc.date.issued2003
dc.identifier.citationChen, 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. <a href="https://doi.org/10.1007/s10255-003-0113-3" target="_blank">https://doi.org/10.1007/s10255-003-0113-3</a>
dc.identifier.issn01689673
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105076
dc.description.abstractPoint-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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/s10255-003-0113-3
dc.sourceScopus
dc.subjectConfidence interval
dc.subjectEmpirical likelihood
dc.subjectNadaraya-Watson estimator
dc.subjectNormal approximation
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1007/s10255-003-0113-3
dc.description.sourcetitleActa Mathematicae Applicatae Sinica
dc.description.volume19
dc.description.issue3
dc.description.page387-396
dc.identifier.isiutNOT_IN_WOS
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