Smoothing splines estimators in functional linear regression with errors-in-variables

被引：47

作者：

Cardot, Herve

Crambes, Christophe

Kneip, Alois

Sarda, Pascal

机构：

[1] Univ Toulouse 3, UMR C5583, Lab Stat & Probabil, F-31062 Toulouse, France

[2] INRA Dijon, CESAER, ENESAD, F-21079 Dijon, France

[3] Univ Bonn, Dept Econ, Stat Abt, D-53113 Bonn, Germany

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2007年 / 51卷 / 10期

关键词：

functional linear model; smoothing splines; penalization; errors-in-variables; total least squares;

D O I：

10.1016/j.csda.2006.07.029

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The total least squares method is generalized in the context of the functional linear model. A smoothing splines estimator of the functional coefficient of the model is first proposed without noise in the covariates and an asymptotic result for this estimator is obtained. Then, this estimator is adapted to the case where the covariates are noisy and an upper bound for the convergence speed is also derived. The estimation procedure is evaluated by means of simulations. (c) 2006 Elsevier B.V. All rights reserved.

引用

下载

页码：4832 / 4848

页数：17

共 50 条

[21] Robust errors-in-variables linear regression via Laplace distribution
Shi, Jianhong
Chen, Kun
Song, Weixing
STATISTICS & PROBABILITY LETTERS, 2014, 84 : 113 - 120
[22] The use and misuse of orthogonal regression in linear errors-in-variables models
Carroll, RJ
Ruppert, D
AMERICAN STATISTICIAN, 1996, 50 (01): : 1 - 6
[23] ESTIMATORS OF SLOPES IN LINEAR ERRORS-IN-VARIABLES REGRESSION-MODELS WHEN THE PREDICTORS HAVE KNOWN RELIABILITY MATRIX
GLESER, LJ
STATISTICS & PROBABILITY LETTERS, 1993, 17 (02) : 113 - 121
[24] PROPERTIES OF SOME ESTIMATORS FOR THE ERRORS-IN-VARIABLES MODEL
FULLER, WA
ANNALS OF STATISTICS, 1980, 8 (02): : 407 - 422
[25] LINEAR ERRORS-IN-VARIABLES MODELS
DEISTLER, M
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 86 : 37 - 68
[26] Improved errors-in-variables estimators for grouped data
Devereux, Paul J.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2007, 25 (03) : 278 - 287
[27] Robust Estimators in Mixed Errors-in-Variables Models
Guo, Cuiping
Peng, Junhuan
Li, Chuantao
2017 IEEE 9TH INTERNATIONAL CONFERENCE ON COMMUNICATION SOFTWARE AND NETWORKS (ICCSN), 2017, : 1432 - 1436
[28] Quantile regression estimates for a class of linear and partially linear errors-in-variables models
He, XM
Liang, H
STATISTICA SINICA, 2000, 10 (01) : 129 - 140
[29] Law of the iterated logarithm for estimators of parameters in partially linear errors-in-variables models
Wei, Lili
COMPUTATIONAL AND MATHEMATICAL METHODS, 2020, 2 (03)
[30] Multiplicative errors-in-variables beta regression
Carrasco, Jalmar M. F.
Ferrari, Silvia L. P.
Arellano-Valle, Reinaldo B.
BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2023, 37 (02) : 249 - 262

← 1 2 3 4 5 →