Shape-restricted nonparametric regression with overall noisy measurements

被引:4
|
作者
Pflug, Georg Ch [1 ,2 ]
Wets, Roger J. -B. [3 ]
机构
[1] Univ Vienna, Dept Stat, A-1010 Vienna, Austria
[2] IIASA, Laxenburg, Austria
[3] Univ Calif Davis, Dept Math, Davis, CA 95616 USA
关键词
nonparametric regression; error in variables; graph topology; constrained maximum likelihood; shape restrictions; 62G08; 62G20; DENSITY;
D O I
10.1080/10485252.2012.754890
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
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.
引用
收藏
页码:323 / 338
页数:16
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