Adaptive wavelet multivariate regression with errors in variables
Résumé
In the multidimensional setting, we consider the errors-in-variables model. We aim at estimating the unknown nonparametric multivariate regression function with errors in the covariates. We devise an adaptive estimator based on projection kernels on wavelets and a deconvolution operator. We propose an automatic and fully data driven procedure to select the wavelet level resolution. We obtain an oracle inequality and optimal rates of convergence over anisotropic Hölder classes. Our theoretical results are illustrated by some simulations.
Domaines
Statistiques [math.ST]Origine | Fichiers produits par l'(les) auteur(s) |
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