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On local linear estimation in nonparametric errors-in-variables models
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Mathematical Statistics.
2007 (English)In: Theory of Stochastic Processes, Vol. 13, no 1-2, 316-327 p.Article in journal (Refereed) Published
Abstract [en]

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 methods are used: The naive estimator and the total least squares estimator. Both local estimators are consistent. But only the local naive estimator delivers an estimation of the tangent.

Place, publisher, year, edition, pages
2007. Vol. 13, no 1-2, 316-327 p.
Keyword [en]
error in variable, measurement errors, nonparametric regression, deconvolution, kernel methods, local linear estimation, total least squares
National Category
Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-14030OAI: oai:DiVA.org:uu-14030DiVA: diva2:41800
Available from: 2008-01-28 Created: 2008-01-28 Last updated: 2010-05-17Bibliographically approved

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