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Title: Empirical likelihood confidence intervals for local linear smoothers
Authors: Chen, S.X.I. 
Qin, Y.S.
Keywords: Bartlett correction
Confidence interval
Coverage error
Empirical likelihood
Local linear smoother
Nonparametric regression
Issue Date: 2000
Citation: Chen, S.X.I.,Qin, Y.S. (2000). Empirical likelihood confidence intervals for local linear smoothers. Biometrika 87 (4) : 946-953. ScholarBank@NUS Repository.
Abstract: Empirical likelihood is considered in conjunction with the local linear smoother to construct confidence intervals for a nonparametric regression function with bounded support. The coverage error of the empirical likelihood confidence intervals is evaluated and is shown to be of the same order throughout the support of the regression function. This is a significant improvement over confidence intervals based directly on the asymptotic normal distribution of the local linear estimator, which have a larger order of coverage error near the boundary. This improvement is attributable to the natural variance estimator that empirical likelihood implicitly chooses for the local linear smoother. © 2000 Biometrika Trust.
Source Title: Biometrika
ISSN: 00063444
Appears in Collections:Staff Publications

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