Smooth backfitting for errors-in-variables additive models
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Publication:1800800
DOI10.1214/17-AOS1617zbMath1404.62038WikidataQ129379561 ScholiaQ129379561MaRDI QIDQ1800800
Publication date: 24 October 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1534492834
kernel smoothingdeconvolutionerrors-in-variables modelssmooth backfittingmultivariate deconvolutionnonparametric additive regression
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
Related Items (7)
Locally polynomial Hilbertian additive regression ⋮ Local linear smoothing in additive models as data projection ⋮ Nonparametric estimation of additive models with errors-in-variables ⋮ Additive regression with Hilbertian responses ⋮ Additive regression for predictors of various natures and possibly incomplete Hilbertian responses ⋮ Additive regression for non-Euclidean responses and predictors ⋮ Smooth backfitting for errors-in-variables varying coefficient regression models
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