Robust nonparametric function estimation for errors-in-variables models (Q1987580)
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scientific article; zbMATH DE number 7189526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust nonparametric function estimation for errors-in-variables models |
scientific article; zbMATH DE number 7189526 |
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Robust nonparametric function estimation for errors-in-variables models (English)
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15 April 2020
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The authors introduce a robust estimator for nonparametric error-in-variable models. It is based on a local constant smoother in combination with a local linear smoother. They establish the asymptotic properties of the estimator such as consistency and asymptotic normality, and characterize the breakdown point of the estimator. Finally, the performance of the estimator is demonstrated in a simulation study and on real data.
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errors-in-variables
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de-convolution kernel
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robust
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local linear
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