Multivariate Regression Estimation with Errors-in-Variables : Asymptotic Normality for Mixing Processes

@inproceedings{Fant1991MultivariateRE,
  title={Multivariate Regression Estimation with Errors-in-Variables : Asymptotic Normality for Mixing Processes},
  author={Jianqing Fant and Elias Masryt},
  year={1991}
}
Errors-in-variables regression is the study of the association eetween covariates and responses where covariates are observed with errors. In this paper, we consider the estimation of multivariate regression functions for dependent data with errors in covari. ates. Nonparametric deconvolution technique is used to account for errors-in-variables. The asymptotic behavior of regression estimators depends on the smoothness of the error distributions, which are characterized as either ordinary… CONTINUE READING

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