Adaptive wavelet multivariate regression with errors in variables

DOI10.1214/17-EJS1238zbMATH Open1362.62086arXiv1601.02762MaRDI QIDQ521322FDOQ521322

Authors: Michaël Chichignoud, van Ha Hoang, Thanh Mai Pham Ngoc, V. Rivoirard 

Publication date: 7 April 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: In the multidimensional setting, we consider the errors-in-variables model. We aim at estimating the unknown nonparametric multivariate regression function with errors in the covariates. We devise an adaptive estimator based on projection kernels on wavelets and a deconvolution operator. We propose an automatic and fully data driven procedure to select the wavelet level resolution. We obtain an oracle inequality and optimal rates of convergence over anisotropic H{"o}lder classes. Our theoretical results are illustrated by some simulations.

Full work available at URL: https://arxiv.org/abs/1601.02762

Recommendations

• On adaptive wavelet estimation of the regression function and its derivatives in an errors-in-variables model
• Adaptive wavelet regression in random design and general errors with weakly dependent data
• Adaptive wavelet estimation of a function in an indirect regression model
• On the adaptive wavelet estimation of a multidimensional regression function under \(\alpha \)-mixing dependence: beyond the standard assumptions on the noise.
• Errors-in-variables estimation with wavelets
• Wavelet estimation of a kind of semi-parametric errors in variables regression models
• Regression with autocorrelated errors using design-adapted Haar wavelets
• Multivariate adaptive regression splines
• Wavelet estimation in varying-coefficient partially linear regression models

zbMATH Keywords

deconvolutionmeasurement errorsadaptive wavelet estimatoranisotropic regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation in multivariate analysis (62H12)

Cited In (9)

• On adaptive wavelet estimation of the regression function and its derivatives in an errors-in-variables model
• Adaptive nonparametric estimation of a component density in a two-class mixture model
• Wavelet estimation of semiparametric errors in variables model
• Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition
• Estimation of varying coefficient models with measurement error
• Regression estimation under strong mixing data
• Convergence rates of multivariate regression estimators with errors-in-variables
• Bandwidth selection for nonparametric regression with errors-in-variables
• Errors-in-variables and the wavelet multiresolution approximation approach: a Monte Carlo study

This page was built for publication: Adaptive wavelet multivariate regression with errors in variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q521322)