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Empirical Likelihood for Nonparametric Regression Models of varphi Mixing Samples with Missing Data |
LI Yinghua, QIN Yongsong |
College of Mathematics and Statistics, Guangxi Normal University |
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Abstract Under the mixing random errors, we make the
empirical likelihood (EL) inference for nonparametric regression models with
fixed designs and missing responses. Based on the `complete sample' after
nonparametric regression imputation, we show that the EL ratio statistic of the
nonparametric regression function is asymptotically $\chi^2$-type distributed,
which is used to obtain EL-based confidence intervals for the nonparametric
regression function.
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Corresponding Authors:
LI Yinghua
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