Relative error prediction in nonparametric deconvolution regression model

Thiam, Baba

Document type :

Compte-rendu et recension critique d'ouvrage

DOI :

10.1111/stan.12135

Title :

Relative error prediction in nonparametric deconvolution regression model

Author(s) :

Thiam, Baba [Auteur]

Lille économie management - UMR 9221 [LEM]

Journal title :

Statistica Neerlandica

Publisher :

Wiley

Publication date :

2018-04-15

ISSN :

0039-0402

HAL domain(s) :

Sciences de l'Homme et Société/Méthodes et statistiques

English abstract : [en]

In this paper, we studied an alternative estimator of the regression function when the covariates are observed with error. It is based on the minimization of the relative mean squared error. We obtain expressions for its ...
Show more >In this paper, we studied an alternative estimator of the regression function when the covariates are observed with error. It is based on the minimization of the relative mean squared error. We obtain expressions for its asymptotic bias and variance together with an asymptotic normality result. Our technique is illustrated on simulation studies. Numerical results suggest that the studied estimator can lead to tangible improvements in prediction over the usual kernel deconvolution regression estimator, particularly in the presence of several outliers in the dataset.Show less >

Language :

Anglais

Popular science :

Non

Collections :

Lille Économie Management (LEM) - UMR 9221

Source :

Harvested from HAL

Relative error prediction in nonparametric ... BibTeX CSV Excel RIS

Relative error prediction in nonparametric ...

BibTeX

CSV

Excel

RIS