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条件密度置信区间的覆盖精度
引用本文:雷庆祝,秦永松.条件密度置信区间的覆盖精度[J].应用概率统计,2007,23(1):42-50.
作者姓名:雷庆祝  秦永松
作者单位:广西师范大学数学科学学院,桂林,541004
摘    要:本文用经验似然方法讨论了条件密度的置信区间的构造. 通过对覆盖概率的Edgeworth展开得到了经验似然置信区间的覆盖精度, 同时证明了条件密度的经验似然置信区间的Bartlett可修正性

关 键 词:置信区间  经验似然  双重核估计  Bartlett可修正性.
收稿时间:2004-08-20
修稿时间:2005-09-02

Coverage Accuracy of Confidence Intervals for a Conditional Probability Density Function
LEI QINGZHU,QIN YONGSONG.Coverage Accuracy of Confidence Intervals for a Conditional Probability Density Function[J].Chinese Journal of Applied Probability and Statisties,2007,23(1):42-50.
Authors:LEI QINGZHU  QIN YONGSONG
Institution:School of Mathematical Sciences, Guangxi Normal University, Guilin, 541004
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  
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