Adaptive wavelet multivariate regression with errors in variables - Archive ouverte HAL
Article Dans Une Revue Electronic Journal of Statistics Année : 2017

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.
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Dates et versions

hal-01253508 , version 1 (11-01-2016)
hal-01253508 , version 2 (17-03-2017)

Identifiants

Citer

Michaël Chichignoud, van Ha Hoang, Thanh Mai Pham Ngoc, Vincent Rivoirard. Adaptive wavelet multivariate regression with errors in variables. Electronic Journal of Statistics , 2017, 11 (1), pp.682-724. ⟨hal-01253508v2⟩
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