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For the general parametric regression models with covariates contaminated with normal measurement errors, this paper proposes an accelerated version of the classical simulation extrapolation algorithm to estimate the unknown parameters in…

Methodology · Statistics 2021-07-13 Kanwal Ayub , Weixing Song

For a class of parametric modal regression models with measurement error, a simulation extrapolation estimation procedure is proposed in this paper for estimating the modal regression coefficients. Large sample properties of the proposed…

Methodology · Statistics 2019-10-04 Jianhong Shi , Yujing Zhang , Ping Yu , Weixing Song

The presence of measurement error is a widespread issue which, when ignored, can render the results of an analysis unreliable. Numerous corrections for the effects of measurement error have been proposed and studied, often under the…

Methodology · Statistics 2023-06-29 Dylan Spicker , Michael Wallace , Grace Yi

We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable. This type of extrapolation…

Methodology · Statistics 2024-06-13 Niklas Pfister , Peter Bühlmann

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish…

Econometrics · Economics 2024-03-19 Kirill S. Evdokimov , Andrei Zeleneev

In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…

Methodology · Statistics 2025-04-29 Sisheng Liu , Xiaoli Kong

We identify the average dose-response function (ADRF) for a continuously valued error-contaminated treatment by a weighted conditional expectation. We then estimate the weights nonparametrically by maximising a local generalised empirical…

Statistics Theory · Mathematics 2022-11-30 Wei Huang , Zheng Zhang

Sensitivity analysis for measurement error can be applied in the absence of validation data by means of regression calibration and simulation-extrapolation. These have not been compared for this purpose. A simulation study was conducted…

Applications · Statistics 2021-06-09 Linda Nab , Rolf H. H. Groenwold

A method for estimating nonlinear regression errors and their distributions without performing regression is presented. Assuming continuity of the modeling function the variance is given in terms of conditional probabilities extracted from…

Machine Learning · Statistics 2014-04-15 Hong Pi , Carsten Peterson

Using elementary methods, we define and derive a particular weighted average of the trapezoidal and composite trapezoidal rules and show that this approximation, as well as its composite, is straightforward in computation. This…

Numerical Analysis · Mathematics 2012-08-06 Michael Brandon Youngberg

This study considers regression analysis of a circular response with an error-prone linear covariate. Starting with an existing estimator of the circular regression function that assumes error-free covariate, three approaches are proposed…

Methodology · Statistics 2025-08-25 Nicholas Woolsey , Xianzheng Huang

This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…

Machine Learning · Statistics 2024-11-27 Masahiro Kato

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…

Statistics Theory · Mathematics 2013-08-07 Aboubacar Amiri , Christophe Crambes , Baba Thiam

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…

Information Theory · Computer Science 2016-11-17 Karsten Fyhn , Marco F. Duarte , Søren Holdt Jensen

This contribution introduces a novel signal extrapolation algorithm and its application to image error concealment. The signal extrapolation is carried out by iteratively generating a model of the signal suffering from distortion. Thereby,…

Image and Video Processing · Electrical Eng. & Systems 2022-07-15 Jürgen Seiler , André Kaup

This paper describes a very efficient algorithm for image signal extrapolation. It can be used for various applications in image and video communication, e.g. the concealment of data corrupted by transmission errors or prediction in video…

Image and Video Processing · Electrical Eng. & Systems 2022-07-21 Jürgen Seiler , Katrin Meisinger , André Kaup

Richardson extrapolation is a classical technique from numerical analysis that can improve the approximation error of an estimation method by combining linearly several estimates obtained from different values of one of its hyperparameters,…

Machine Learning · Computer Science 2020-07-20 Francis Bach

The problem of regression extrapolation, or out-of-distribution generalization, arises when predictions are required at test points outside the range of the training data. In such cases, the non-parametric guarantees for regression methods…

Methodology · Statistics 2024-10-31 Gloria Buriticá , Sebastian Engelke

This paper considers errors-in-variables models in a high-dimensional setting where the number of covariates can be much larger than the sample size, and there are only a small number of non-zero covariates. The presence of measurement…

Methodology · Statistics 2018-09-03 Linh Nghiem , Cornelis Potgieter

We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

Statistics Theory · Mathematics 2011-02-10 Oliver Linton , Enno Mammen , Jens Perch Nielsen , Ingrid Van Keilegom
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