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On local linear estimation in
nonparametric errors-in-variables
models
Silvelyn Zwanzig Department of Mathematics, Uppsala University, SE-75106 Uppsala,
Box 480 Sweden
Аннотация:
Local linear methods are applied to a nonparametric regression model
with normal errors in the variables and uniform distribution of the
variables. The local neighborhood is determined with help of deconvolution kernels. Two different linear estimation method are used:
the naive estimator and the total least squares estimator. Both local
linear estimators are consistent. But only the local naive estimator
delivers an estimation of the tangent.
Ключевые слова:
Error in variable, measurement errors, nonparametric regression, deconvolution, kernel methods, local linear regression, naive estimation, total least
squares.
Образец цитирования:
Silvelyn Zwanzig, “On local linear estimation in
nonparametric errors-in-variables
models”, Theory Stoch. Process., 13(29):2 (2007), 316–327
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp208 https://www.mathnet.ru/rus/thsp/v13/i2/p316
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Страница аннотации: | 71 | PDF полного текста: | 37 | Список литературы: | 13 |
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