Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
DOI10.1111/ANZS.12066zbMATH Open1334.62006OpenAlexW2036434104MaRDI QIDQ2802866FDOQ2802866
Authors: Aurore Delaigle
Publication date: 27 April 2016
Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12066
Recommendations
- Nonparametric regression with errors in variables
- Estimation of nonparametric regression models with a mixture of Berkson and classical errors
- Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
- NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
density estimationbandwidthdeconvolutionmeasurement errorsregression estimationnonparametric curve estimationBerkson errorsMatlab code for deconvolution estimatorMatlab code for nonparametric regression with errors-in variablesR package \texttt{decon}
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Software, source code, etc. for problems pertaining to statistics (62-04)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Measurement Error in Nonlinear Models
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- On deconvolution with repeated measurements
- Deconvolving kernel density estimators
- Using SIMEX for Smoothing-Parameter Choice in Errors-in-Variables Problems
- Optimal Rates of Convergence for Deconvolving a Density
- Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
- A design-adaptive local polynomial estimator for the errors-in-variables problem
- On the optimal rates of convergence for nonparametric deconvolution problems
- Practical bandwidth selection in deconvolution kernel density estimation
- Bayesian Smoothing and Regression Splines for Measurement Error Problems
- A ridge-parameter approach to deconvolution
- Nonparametric regression with errors in variables
- Adaptive wavelet estimator for nonparametric density deconvolution
- Local Polynomial Regression and Simulation–Extrapolation
- Nonparametric regression in the presence of measurement error
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- Title not available (Why is that?)
- Corrected score function for errors-in-variables models: Methodology and application to generalized linear models
- Wavelet deconvolution
- Are There Two Regressions?
- Nonparametric estimation of the measurement error model using multiple indicators.
- Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem
- Title not available (Why is that?)
- Correcting the negativity of high-order kernel density estimators
- Discrete-transform approach to deconvolution problems
- Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
- Low Order Approximations in Deconvolution and Regression with Errors in Variables
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
- Density deconvolution based on wavelets with bounded supports
- ADDITIVE MODELS WITH PREDICTORS SUBJECT TO MEASUREMENT ERROR
Cited In (11)
- Nonparametric regression on Lie groups with measurement errors
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- A deconvolution path for mixtures
- Density estimation for circular data observed with errors
- STRATOS guidance document on measurement error and misclassification of variables in observational epidemiology. II: More complex methods of adjustment and advanced topics
- Estimation of survival and capture probabilities in open population capture-recapture models when covariates are subject to measurement error
- Can we trust the bootstrap in high-dimension?
- Non-parametric regression among factor scores: motivation and diagnostics for nonlinear structural equation models
- An alternative local polynomial estimator for the error-in-variables problem
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
- On expected error of randomized Nyström kernel regression
Uses Software
This page was built for publication: Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2802866)