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

DOI10.1007/S10463-015-0529-6MaRDI QIDQ2397048zbMATHOpenAlexFDO

Authors Huijun Guo, Youming Liu

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

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)

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Cites work

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• Estimation of Nonlinear Models with Measurement Error
• Local convergence for wavelet expansions
• Measurement Error in Nonlinear Models
• Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors
• Nonparametric function estimation under Fourier-oscillating noise
• Nonparametric regression with errors in variables
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• Strong consistency of the internal estimator of nonparametric regression with dependent data
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Cited in

(3)

• Convergence rates of multivariate regression estimators with errors-in-variables
• scientific article; zbMATH DE number 7071879 (Why is no real title available?)
• Regression estimation under strong mixing data

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