B-spline estimation of regression functions with errors in variable
This paper proposes a new B-spline method for nonparametric regression function estimation which can be applied to the case even when the covariate is contaminated with noise. A property of B-splines, reproducing line property, is crucial in the construction of B-spline estimators for regression function. To account for errors in covariate, deconvolution is involved in the construction of B-spline estimators. It is shown that the B-spline estimators achieve the optimal rate of convergence which depends on the tail behavior of the characteristic function of the error distribution.
| Year of publication: |
1998
|
|---|---|
| Authors: | Koo, Ja-Yong ; Lee, Kee-Won |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 40.1998, 1, p. 57-66
|
| Publisher: |
Elsevier |
| Keywords: | Characteristic function Deconvolution Fourier transform Reproducing line property Rate of convergence |
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