Orthogonal Series Estimation of Nonparametric Regression Measurement Error Models with Validation Data

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DOI: 10.4236/am.2017.812130    683 Downloads   1,461 Views  
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ABSTRACT

In this article we study the estimation method of nonparametric regression measurement error model based on a validation data. The estimation procedures are based on orthogonal series estimation and truncated series approximation methods without specifying any structure equation and the distribution assumption. The convergence rates of the proposed estimator are derived. By example and through simulation, the method is robust against the misspecification of a measurement error model.

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Yin, Z. (2017) Orthogonal Series Estimation of Nonparametric Regression Measurement Error Models with Validation Data. Applied Mathematics, 8, 1820-1831. doi: 10.4236/am.2017.812130.

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