Nonparametric modal regression in the presence of measurement error

DOI10.1214/16-EJS1210zbMATH Open1357.62185arXiv1610.08860MaRDI QIDQ109281FDOQ109281

Authors: Haiming Zhou, Xianzheng Huang, Haiming Zhou, Xianzheng Huang 

Publication date: 1 January 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: In the context of regressing a response $Y$ on a predictor $X$, we consider estimating the local modes of the distribution of $Y$ given $X=x$ when $X$ is prone to measurement error. We propose two nonparametric estimation methods, with one based on estimating the joint density of $(X,Y)$ in the presence of measurement error, and the other built upon estimating the conditional density of $Y$ given $X=x$ using error-prone data. We study the asymptotic properties of each proposed mode estimator, and provide implementation details including the mean-shift algorithm for mode seeking and bandwidth selection. Numerical studies are presented to compare the proposed methods with an existing mode estimation method developed for error-free data naively applied to error-prone data.

Full work available at URL: https://arxiv.org/abs/1610.08860

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zbMATH Keywords

Fourier transformbandwidth selectiondeconvoluting kernellocal modemean-shift algorithmnumerical studies

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Cited In (14)

• SIMEX estimation in parametric modal regression with measurement error
• Nonparametric statistical learning based on modal regression
• Modal non‐linear regression in the presence of Laplace measurement error
• Regularized modal regression with data-dependent hypothesis spaces
• Modal regression using kernel density estimation: a review
• Modal linear regression models with additive distortion measurement errors
• A Statistical Learning Approach to Modal Regression
• Parametric modal regression with error in covariates
• lpme
• Conditional density estimation with covariate measurement error
• Analyzing animal escape data with circular nonparametric multimodal regression
• Robust distributed modal regression for massive data
• Quantile regression approach to conditional mode estimation
• Linear mode regression with covariate measurement error

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