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Observed coverage of pointwise 95% confidence intervals using θn and the plug-in method (top row), θn and eht doubly-robust method (second row), the local linear estimator and associated intervals (third row), and the sample splitting estimator (bottom row), considered for different values of a and computed empirically over 1000 simulated datasets of different sizes. Columns indicate whether μn and gn is consistent or not. Black dashed lines indicate the nominal coverage rate.
