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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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