Strong consistency of wavelet estimators for errors-in-variables regression model

DOI10.1007/S10463-015-0529-6zbMATH Open1398.62092OpenAlexW2181873805MaRDI QIDQ2397048FDOQ2397048

Youming Liu, Huijun Guo

Publication date: 29 May 2017

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-015-0529-6

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zbMATH Keywords

waveletsstrong consistencyerrors-in-variablesregression functionFourier-oscillating noise

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

• Measurement Error in Nonlinear Models
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• Title not available (Why is that?)
• Wavelet-based estimation of regression function for dependent biased data under a given random design
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• Deconvolution problems in nonparametric statistics
• Strong consistency of the internal estimator of nonparametric regression with dependent data
• Estimation of Nonlinear Models with Measurement Error
• Local convergence for wavelet expansions
• Wavelet estimations for densities and their derivatives with Fourier oscillating noises
• Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors
• Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
• Nonparametric function estimation under Fourier-oscillating noise
• Title not available (Why is that?)
• Errors-in-variables estimation with wavelets
• Deconvolution from Fourier-oscillating error densities under decay and smoothness restrictions

Cited In (2)

• Title not available (Why is that?)
• Regression estimation under strong mixing data

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