Abstract
We consider the estimation of nonparametric regression models with the explanatory variable being measured with Berkson errors or with a mixture of Berkson and classical errors. By constructing a compact operator, the regression function is the solution of an ill-posed inverse problem, and we propose an estimation procedure based on Tikhonov regularization. Under mild conditions, the convergence rate of proposed estimator is derived. The finite-sample properties of the estimator are investigated through simulation studies.
Original language | English |
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Pages (from-to) | 1151-1162 |
Number of pages | 12 |
Journal | Statistics and Probability Letters |
Volume | 83 |
Issue number | 4 |
DOIs | |
Publication status | Published - Apr 2013 |
Scopus Subject Areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
User-Defined Keywords
- Berkson error
- Classical error
- Ill-posed problem
- Non-parametric regression