Multivariate regression estimation with errors-in-variables for stationary processes
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Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A consistent nonparametric density estimator for the deconvolution problem
- Approximation theorems for strongly mixing random variables
- Approximations for Regression with Covariate Measurement Error
- Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
- Binary Regression Using an Extended Beta-Binomial Distribution, With Discussion of Correlation Induced by Covariate Measurement Errors
- Deconvolving kernel density estimators
- Fourier methods for estimating mixing densities and distributions
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- Joint Asymptotic Distribution of the Estimated Regression Function at a Finite Number of Distinct Points
- Multivariate probability density deconvolution for stationary random processes
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric regression estimation under mixing conditions
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(19)- Estimation in multivariate errors-in-variables models
- Empirical processes based upon residuals from errors-in-variables regressions
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Nonparametric regression with errors in variables and applications
- Local polynomial fitting under association
- Regression estimation under strong mixing data
- Estimating multivariate density and its derivatives for mixed measurement error data
- Kernel regression estimation with errors-in-variables for random fields
- Multivariate partially linear regression in the presence of measurement error
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
- On fixed design regression for general linear processes
- Nonparametric estimation in time series with measurement errors
- Nonparametric estimation in econometrics
- Wavelet-Based estimation of multivariate regression functions in besov spaces*
- Convergence rates of multivariate regression estimators with errors-in-variables
- Nonparametric Estimation of the Conditional Mode with Errors-In-Variables: Strong Consistency for Mixing Processes
- Relative error prediction in nonparametric deconvolution regression model
- Nonparametric conditional U-statistics on Lie groups with measurement errors
- Linear least squares estimation of regression models for two-dimensional random fields
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