Accelerated convergence for nonparametric regression with coarsened predictors

DOI10.1214/009053607000000497zbMath1129.62032arXiv0803.3017OpenAlexW2143278820MaRDI QIDQ2473078

Aurore Delaigle, Hans-Georg Müller, Hall, Peter

Publication date: 26 February 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.3017

zbMATH Keywords

weak convergencesmoothinguniform convergencefunctional limit theoremerrors-in-variablesconfidence bandsestimation of extremes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)

Related Items

Forward and reverse representations for Markov chains, Simulation-based two-stage estimation for multiple nonparametric regression, Density estimation with replicate heteroscedastic measurements, Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression, Density estimation with heteroscedastic error

Uses Software

• ElemStatLearn

Cites Work

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