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  • 标题:Adaptive wavelet multivariate regression with errors in variables
  • 本地全文:下载
  • 作者:Michaël Chichignoud ; Van Ha Hoang ; Thanh Mai Pham Ngoc
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2017
  • 卷号:11
  • 期号:1
  • 页码:682-724
  • DOI:10.1214/17-EJS1238
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:In the multidimensional setting, we consider the errors-in- variables model. We aim at estimating the unknown nonparametric multivariate regression function with errors in the covariates. We devise an adaptive estimators based on projection kernels on wavelets and a deconvolution operator. We propose an automatic and fully data driven procedure to select the wavelet level resolution. We obtain an oracle inequality and optimal rates of convergence over anisotropic Hölder classes. Our theoretical results are illustrated by some simulations.
  • 关键词:Adaptive wavelet estimator;anisotropic regres sion;deconvolution;measurement errors.
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