Nonparametric regression with errors in variables and applications

DOI10.1016/S0167-7152(96)00054-5zbMath1003.62518MaRDI QIDQ1359762

O. Diekmann

Publication date: 15 January 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Engel curvessimulationsregression estimationmeasurement errorsuniform consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

Adaptive estimation of the dynamics of a discrete time stochastic volatility model ⋮ Nonparametric Estimation of the Conditional Mode with Errors-In-Variables: Strong Consistency for Mixing Processes ⋮ Shape-restricted nonparametric regression with overall noisy measurements ⋮ A Semi‐parametric Regression Model with Errors in Variables ⋮ A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables ⋮ Deconvolution kernel estimator for mean transformation with ordinary smooth error. ⋮ Nonparametric estimation in econometrics ⋮ Nonparametric regression with errors-in-all-variables

Cites Work

• Density estimation in the \(L^ \infty\) norm for dependent data with applications to the Gibbs sampler
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes
• On the optimal rates of convergence for nonparametric deconvolution problems
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Nonparametric regression with errors in variables
• Multivariate probability density deconvolution for stationary random processes
• Multivariate regression estimation with errors-in-variables for stationary processes
• Deconvolving kernel density estimators
• Optimal Rates of Convergence for Deconvolving a Density
• Weak and strong uniform consistency of kernel regression estimates
• Convergence of stochastic processes
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