CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2007, 23(1) 42-50 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Confidence interval
empirical likelihood
double kernel estimator
Bartlett correction.
Authors
Lei Qingzhu
Qing Yongsong
PubMed
Article by
Article by

Coverage Accuracy of Confidence Intervals for a Conditional Probability Density Function

Lei Qingzhu, Qing Yongsong

School of Mathematical Sciences, Guangxi Normal University

Abstract��

Point-wise confidence intervals for a conditional probability density function are
considered. The confidence intervals are based on the empirical likelihood. Their
coverage accuracy is assessed by developing Edgeworth expansions for the coverage probabilities. It is shown that the empirical likelihood confidence intervals are Bartlett correctable.

Keywords�� Confidence interval   empirical likelihood   double kernel estimator   Bartlett correction.  
Received 1900-01-01 Revised 1900-01-01 Online:  
DOI:
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Corresponding Authors: Lei Qingzhu
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