Using SIMEX for Smoothing-Parameter Choice in Errors-in-Variables Problems

Authors:

ADAurore Delaigle
Aurore Delaigle
PHPeter Hall
Peter Hall

1 March 2008

journal article
Published by Taylor & Francis in Journal of the American Statistical Association

Vol. 103 (481) , 280-287
DOI:10.1198/016214507000001355

Abstract

SIMEX methods are attractive for solving curve estimation problems in errors-in-variables regression, using parametric or semiparametric techniques. However, nonparametric approaches are generally ...

Keywords

BANDWIDTH
BOOTSTRAP
CROSS-VALIDATION
ILL-POSED PROBLEM
INVERSE PROBLEM
KERNEL ESTIMATION
MONTE CARLO SIMULATION
NONPARAMETRIC CURVE ESTIMATION
NONPARAMETRIC REGRESSION
PARAMETRIC MODEL
STATISTICAL SMOOTHING