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 |
|---|---|
| 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 |
User-Defined Keywords
- Berkson error
- Classical error
- Ill-posed problem
- Non-parametric regression