Shape-restricted nonparametric regression with overall noisy measurements
Georg Ch. Pflug and
Roger J.-B. Wets
Journal of Nonparametric Statistics, 2013, vol. 25, issue 2, 323-338
Abstract:
For a nonparametric regression problem with errors in variables, we consider a shape-restricted regression function estimate, which does not require the choice of bandwidth parameters. We demonstrate that this estimate is consistent for classes of regression function candidates, which are closed under the graph topology.
Date: 2013
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DOI: 10.1080/10485252.2012.754890
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