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Aurore Delaigle, Bristol Print
Friday, 26 September 2008, 14:30 - 15:30

Local Polynominal Estimator for the Errors-in-Variables Problem

Aurore Delaigle, Dept of Mathmatics, University of Bristol

Local polynomial estimators are very popular techniques of nonparametric regression estimation and have received great attention in the literature. Their simplest version, the local constant estimator, can be easily extended to the errors-in-variables context (where the covariate is measured inaccurately) by exploiting its similarity with the deconvolution kernel density estimator. The generalization of the higher order versions of the estimator, however, is not straightforward and has remained an open problem for the last 15 years. In this talk we show how to construct local polynomial estimators of any order in the errors-in-variables context, discuss their asymptotic properties and illustrate their finite sample performance on numerical data examples.

This is joint work with Jianqing Fan (Princeton) and Raymond Carroll (Texas A&M).

Location: Campus Plaine bat NO salle des profs.
Contact: J. Bottemanne ( This e-mail address is being protected from spam bots, you need JavaScript enabled to view it )

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