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Empirical Likelihood Confidence Intervals for Local Linear Smoothers

โœ Scribed by Song Xi Chen and Yong Song Qin


Book ID
124305117
Publisher
Oxford University Press
Year
2000
Tongue
English
Weight
571 KB
Volume
87
Category
Article
ISSN
0006-3444

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Empirical Likelihood Confidence Interval
โœ S.X. Chen ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 527 KB

Nonparametric versions of Wilks' theorem are proved for empirical likelihood estimators of slope and mean parameters for a simple linear regression model. They enable us to construct empirical likelihood confidence intervals for these parameters. The coverage errors of these confidence intervals are