Empirical Likelihood for Nonparametric Regression Models of varphi Mixing Samples with Missing Data

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.