کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148838 957853 2006 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Nonparametric regression with additional measurement errors in the dependent variable
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Nonparametric regression with additional measurement errors in the dependent variable
چکیده انگلیسی

Estimation of a regression function from data which consists of an independent and identically distributed sample of the underlying distribution with additional measurement errors in the dependent variable is considered. It is allowed that the measurement errors are not independent and have nonzero mean. It is shown that the rate of convergence of least-squares estimates applied to this data is similar to the rate of convergence of least-squares estimates applied to an independent and identically distributed sample of the underlying distribution as long as the measurement errors are small. As an application, estimation of conditional variance functions from residuals is considered.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 10, 1 October 2006, Pages 3339–3361
نویسندگان
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