Empirical likelihood confidence intervals for local linear smoothers

By Songxi Chen, Yongsong Qin. 2000

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Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data (2007, methodology): “Kernel methods for empirical likelihood have been considered previously: see, for example, Hall and Owen (1993), Chen and Qin (2000), Owen (2001, chap 5), and Li and Van Keilegom (2002).”
Coverage error optimal confidence intervals for local polynomial regression (2018, methodology): “Second, the uniform kernel is ruled out in all prior work on Edgeworth expansions for kernel-based nonparametrics, both for density estimation [19–21] and regression [5,10,11], due to a technical limitation in the proofs that we overcome.”
A review on empirical likelihood methods for regression (2009, methodology): “Empirical likelihood for nonparametric regression was considered in Chen and Qin (2000) with a local linear kernel estimator, and Chen and Qin (2003) with the Nadaraya-Watson local constant kernel estimator.”
Jackknife Empirical Likelihood (2009, background): “…applications such as in smooth functions of means (DiCiccio, Hall, and Romano 1991), in nonparametric density and regression function estimation (Owen 1988; Chen 1996; Chen and Qin 2000), in estimating equations (Qin and Lawless 1994), in quantile related estimation (Chen and Hall 1993) and so on.”