Point-wise confidence intervals for a nonparametric regression function with random design points are considered. The confidence intervals are those based on the traditional normal approximation and the empirical like...Point-wise confidence intervals for a nonparametric regression function with random design points are considered. The confidence intervals are those based on the traditional normal approximation and the empirical likelihood. Their coverage accuracy is assessed by developing the Edgeworth expansions for the coverage probabilities. It is shown that the empirical likelihood confidence intervals are Bartlett correctable.展开更多
In this paper, the authors derive the asymptotic joint distributions of theeigenvalues of some random matrices which arise from components of covariance model.
文摘Point-wise confidence intervals for a nonparametric regression function with random design points are considered. The confidence intervals are those based on the traditional normal approximation and the empirical likelihood. Their coverage accuracy is assessed by developing the Edgeworth expansions for the coverage probabilities. It is shown that the empirical likelihood confidence intervals are Bartlett correctable.
文摘In this paper, the authors derive the asymptotic joint distributions of theeigenvalues of some random matrices which arise from components of covariance model.
