Moderate deviations for some nonparametric estimators with errors in variables

被引：0

作者：

Zhao, Shoujiang ^{[1
]}

Liu, Qiaojing ^{[1
]}

机构：

[1] China Three Gorges Univ, Sch Sci, Yichang, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2012年 / 82卷 / 06期

关键词：

Moderate deviations; Errors in variables; Regression function; Conditional distribution function; KERNEL DENSITY ESTIMATORS; DECONVOLUTION; REGRESSION; MODELS;

D O I：

10.1016/j.spl.2012.02.015

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study moderate deviations of some nonparametric estimators with ordinary smooth measurement errors. The moderate deviation principles for the kernel estimators of regression functions and conditional distribution functions are obtained. (c) 2012 Elsevier B.V. All rights reserved.

引用

页码：1175 / 1184

页数：10

共 12 条

[1] ON ERRORS-IN-VARIABLES FOR BINARY REGRESSION-MODELS [J].

CARROLL, RJ ;

SPIEGELMAN, CH ;

LAN, KKG ;

BAILEY, KT ;

ABBOTT, RD .

BIOMETRIKA, 1984, 71 (01) :19-25

[2]

Dembo A., 1998, Large Deviation Techniques and Applications

[3] CONSISTENT DECONVOLUTION IN DENSITY-ESTIMATION [J].

DEVROYE, L .

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1989, 17 (02) :235-239

[4]

Fan J., 1997, SANKHYA A, V59, P138

[5]

FAN JQ, 1991, SANKHYA SER A, V53, P97

[6] NONPARAMETRIC REGRESSION WITH ERRORS-IN-VARIABLES [J].

FAN, JQ ;

TRUONG, YK .

ANNALS OF STATISTICS, 1993, 21 (04) :1900-1925

[7]

Fuller W. A, 1986, MEASUREMENT ERROR MO

[8] Moderate deviations and large deviations for kernel density estimators [J].

Gao, FQ .

JOURNAL OF THEORETICAL PROBABILITY, 2003, 16 (02) :401-418

[9] Large and moderate deviations principles for kernel estimators of the multivariate regression [J].

Mokkadem A. ;

Pelletier M. ;

Thiam B. .

Mathematical Methods of Statistics, 2008, 17 (2) :146-172

[10]

SCHAFER DW, 1987, BIOMETRIKA, V74, P385, DOI 10.1093/biomet/74.2.385

← 1 2 →