Robust nonparametric function estimation for errors-in-variables models (Q1987580)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust nonparametric function estimation for errors-in-variables models |
scientific article |
Statements
Robust nonparametric function estimation for errors-in-variables models (English)
0 references
15 April 2020
0 references
The authors introduce a robust estimator for nonparametric error-in-variable models. It is based on a local constant smoother in combination with a local linear smoother. They establish the asymptotic properties of the estimator such as consistency and asymptotic normality, and characterize the breakdown point of the estimator. Finally, the performance of the estimator is demonstrated in a simulation study and on real data.
0 references
errors-in-variables
0 references
de-convolution kernel
0 references
robust
0 references
local linear
0 references
0 references
0 references