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Can I read Nonparametric Regression with Additional Measurement Errors in the Dependent Variable on EtoBox?
Nonparametric Regression with Additional Measurement Errors in the Dependent Variable by Michael Kohler is a Mathematics article available to read on EtoBox.
What is Nonparametric Regression with Additional Measurement Errors in the Dependent Variable about?
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.
Who reads Nonparametric Regression with Additional Measurement Errors in the Dependent Variable?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Michael Kohler
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0378-3758)
- Published
- 2006
- Language
- EN
- Field
- Mathematics (Physical Sciences)