On local linear estimation in
Teoriâ slučajnyh processov, Tome 13 (2007) no. 2, pp. 316-327.

Voir la notice de l'article provenant de la source Math-Net.Ru

Local linear methods are applied to a nonparametric regression model with normal errors in the variables and uniform distribution of the variables. The local neighborhood is determined with help of deconvolution kernels. Two different linear estimation method are used: the naive estimator and the total least squares estimator. Both local linear estimators are consistent. But only the local naive estimator delivers an estimation of the tangent.
Keywords: measurement errors, nonparametric regression, kernel methods, local linear regression, naive estimation, total least squares.
Mots-clés : Error in variable, deconvolution
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Silvelyn Zwanzig. On local linear estimation in. Teoriâ slučajnyh processov, Tome 13 (2007) no. 2, pp. 316-327. http://geodesic.mathdoc.fr/item/THSP_2007_13_2_a14/

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