Nonparametric regression with additional measurement errors in the dependent variable

DOI10.1016/j.jspi.2005.01.009zbMath1102.62035OpenAlexW2075806718MaRDI QIDQ2499087

Michael Kohler

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.01.009

zbMATH Keywords

rate of convergencemeasurement errorcensored dataleast-squares estimates\(L_{2}\) errorregression estimatesestimation of conditional variance functionsfixed design rgression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Estimation of conditional distribution functions from data with additional errors applied to shape optimization, Fixed-design regression estimation based on real and artificial data, Bayesian neural tree models for nonparametric regression, Deep reinforcement learning in finite-horizon to explore the most probable transition pathway, Pricing of American options in discrete time using least squares estimates with complexity penalties, Multivariate orthogonal series estimates for random design regression, Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis, A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options, Rate of convergence of the density estimation of regression residual, PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS, A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time, Analysis of least squares regression estimates in case of additional errors in the variables, Partitioning estimation of local variance based on nearest neighbors under censoring, Optimal global rates of convergence for nonparametric regression with unbounded data, Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates, Nonparametric partitioning estimation of residual and local variance based on first and second nearest neighbours

Cites Work

• Unnamed Item
• Unnamed Item
• A new approach to least-squares estimation, with applications
• Estimating a regression function
• Estimation of heteroscedasticity in regression analysis
• Nonparametric maximum likelihood estimation by the method of sieves
• Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
• Universally consistent regression function estimation using hierarchical \(B\)-splines
• Rates of convergence for minimum contrast estimators
• Convergence rate of sieve estimates
• Consistency for the least squares estimator in nonparametric regression
• Inequalities for uniform deviations of averages from expectations with applications to nonparametric regression
• Prediction from randomly right censored data
• Optimal global rates of convergence for nonparametric regression
• A distribution-free theory of nonparametric regression
• Nonparametric Recursive Variance Estimation
• Multivariate Smoothing Spline Functions
• Fully Data-Driven Nonparametric Variance Estimators
• Nonparametric estimation via empirical risk minimization
• Nonparametric regression in the presence of measurement error
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Convergence of stochastic processes