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
โฆ LIBER โฆ
Empirical likelihood confidence intervals for
โ Scribed by Deyuan Li; Liang Peng; Yongcheng Qi
- Book ID
- 107498231
- Publisher
- CrossRef test prefix
- Year
- 2010
- Tongue
- English
- Weight
- 502 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1234-5678
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In this paper, we employ the method of empirical likelihood to construct confidence intervals for M-functionals in the presence of auxiliary information under a nonparametric setting. The modified empirical likelihood confidence intervals which make use of the knowledge of auxiliary information are