Nonparametric regression with errors in variables and applications

被引:17
|
作者
Ioannides, DA [1 ]
Alevizos, PD [1 ]
机构
[1] UNIV PATRAS,DEPT MATH,GR-26110 PATRAS,GREECE
关键词
uniform consistency; measurement errors; regression estimation; simulations; Engel curves;
D O I
10.1016/S0167-7152(96)00054-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we consider the problem of the nonparametric regression estimation, when measurement errors are involved in the explanatory variable. Using Pollard empirical process the uniform consistency with sharp rates is established for the nonparametric estimator. Applications in the Engel curve analysis are discussed.
引用
收藏
页码:35 / 43
页数:9
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