Robust nonparametric function estimation for errors-in-variables models
From MaRDI portal
Publication:1987580
DOI10.1007/s10255-020-0944-1zbMath1444.62057OpenAlexW3015256840MaRDI QIDQ1987580
Publication date: 15 April 2020
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-020-0944-1
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Applications of statistics in engineering and industry; control charts (62P30)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Rates of convergence of some estimators in a class of deconvolution problems
- Nonparametric regression with errors in variables
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
- Robust and consistent estimation of nonlinear errors-in-variables models
- t-Type corrected-loss estimation for error-in-variable model
- On A strongly consistent nonparametric density estimator for the deconvolution problem
- Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models
- Deconvolving kernel density estimators
- Least Trimmed Squares Estimator in the Errors-in-Variables Model
- On the use of nonparametric regression for model checking
- Optimal Rates of Convergence for Deconvolving a Density
- A Semi‐parametric Regression Model with Errors in Variables
- Nonparametric regression in the presence of measurement error