Empirical Likelihood for Nonparametric Models Under Linear Process Errors

被引：2

作者：

Qin, Yongsong ^{[1
]}

Lei, Qingzhu ^{[2
]}

Luo, Lijun ^{[2
]}

机构：

[1] Zhejiang Normal Univ, Dept Math, Hangzhou 321004, Zhejiang, Peoples R China

[2] Guangxi Normal Univ, Dept Math, Guilin 541004, Guangxi, Peoples R China

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2013年 / 55卷 / 02期

关键词：

confidence interval; empirical likelihood; nonparametric regression; linear process; WEAKLY DEPENDENT PROCESSES; CONFIDENCE-INTERVALS; LONGITUDINAL DATA; TIME-SERIES; REGRESSION; ASSOCIATION; INFERENCE; REGIONS;

D O I：

10.1111/anzs.12022

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we study the construction of confidence intervals for a nonparametric regression function under linear process errors by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically 2 distributed. The result is used to obtain EL based confidence intervals for the nonparametric regression function. The finite-sample performance of the method is evaluated through a simulation study.

引用

页码：109 / 128

页数：20

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