Confidence intervals for nonparametric regression functions under negatively associated errors

Yongsong Qin, Yinghua Li, Weizhen Yang and Qingzhu Lei

Journal of Nonparametric Statistics, 2011, vol. 23, issue 3, 645-659

Abstract: In this paper, we study the construction of confidence intervals for a nonparametric regression function under a negatively associated sample by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically χ2 distributed. The result is used to obtain EL-based confidence intervals for a nonparametric regression function. The results of a simulation study on the finite sample performance of the proposed confidence intervals are reported.

Date: 2011
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DOI: 10.1080/10485252.2011.566335

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