Corpus ID: 15861394

Nonparametric Estimation of the Regression Function in an Errors-in-Variables Model

@inproceedings{Comte2005NonparametricEO,
  title={Nonparametric Estimation of the Regression Function in an Errors-in-Variables Model},
  author={Fabienne Comte and Marie-Luce Taupin},
  year={2005}
}
  • Fabienne Comte, Marie-Luce Taupin
  • Published 2005
  • Mathematics
  • We consider the regression model with errors-in-variables where we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f(X)+\xi, Z=X+\sigma\epsilon$, involving independent and unobserved random variables $X,\xi,\epsilon$. The density $g$ of $X$ is unknown, whereas the density of $\sigma\epsilon$ is completely known. Using the observations $(Y\_i, Z\_i)$, $i=1,...,n$, we propose an estimator of the regression function $f$, built as the ratio of two penalized minimum contrast estimators of $\ell… CONTINUE READING

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