Related papers: Nonparametric regression estimation for random fie…
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…
We consider a nonparametric regression setup, where the covariate is a random element in a complete separable metric space, and the parameter of interest associated with the conditional distribution of the response lies in a separable…
One central theme in machine learning is function estimation from sparse and noisy data. An example is supervised learning where the elements of the training set are couples, each containing an input location and an output response. In the…
We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…
We describe a method for fitting distributions to data which only requires knowledge of the parametric form of either the signal or the background but not both. The unknown distribution is fit using a non-parametric kernel density…
In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be incorporated in the statistical modeling process. In this…
We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when…
Compared to nonparametric estimators in the multivariate setting, kernel estimators for functional data models have a larger order of bias. This is problematic for constructing confidence regions or statistical tests since the bias might…
This paper investigates the nonparametric estimation of a circular regression function in an errors-in-variables framework. Two settings are studied, depending on whether the covariates are circular or linear. Adaptive estimators are…
We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of the error term. A key advantage of our approach is its…
A nonparametric regression setting is considered with a real-valued covariate and responses from a metric space. One may approach this setting via Fr\'echet regression, where the value of the regression function at each point is estimated…
This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We consider the case that the distribution of the measurement…
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…
We suggest two nonparametric approaches, based on kernel methods and orthogonal series to estimating regression functions in the presence of instrumental variables. For the first time in this class of problems, we derive optimal convergence…
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…
Nonparametric regression is a standard statistical tool with increased importance in the Big Data era. Boundary points pose additional difficulties but local polynomial regression can be used to alleviate them. Local linear regression, for…
We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…
We consider the problem of predicting a real random variable from a functional explanatory variable. The problem is attacked by mean of nonparametric kernel approach which has been recently adapted to this functional context. We derive…
Regression problems are traditionally analyzed via univariate characteristics like the regression function, scale function and marginal density of regression errors. These characteristics are useful and informative whenever the association…
In this paper, we deal with nonparametric regression for circular data, meaning that observations are represented by points lying on the unit circle. We propose a kernel estimation procedure with data-driven selection of the bandwidth…