A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem

Aurore Delaigle, Jianqing Fan, Raymond J. Carroll

Research output: Contribution to journalArticlepeer-review

65 Scopus citations

Abstract

Local polynomial estimators are popular techniques for nonparametric regression estimation and have received great attention in the literature. Their simplest version, the local constant estimator, can be easily extended to the errors-in-variables context by exploiting its similarity with the deconvolution kernel density estimator. The generalization of the higher order versions of the estimator, however, is not straightforward and has remained an open problem for the last 15 years. We propose an innovative local polynomial estimator of any order in the errors-in-variables context, derive its design-adaptive asymptotic properties and study its finite sample performance on simulated examples. We provide not only a solution to a long-standing open problem, but also provide methodological contributions to error-invariable regression, including local polynomial estimation of derivative functions.
Original languageEnglish (US)
Pages (from-to)348-359
Number of pages12
JournalJournal of the American Statistical Association
Volume104
Issue number485
DOIs
StatePublished - Mar 2009
Externally publishedYes

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01
Acknowledged KAUST grant number(s): KUS-CI-016-04
Acknowledgements: Carroll's research was supported by grants from the National Cancer Institute (CA57030, CA90301) and by award number KUS-CI-016-04 made by the King Abdullah University of Science and Technology (KAUST). Delaigle's research was supported by a Maurice Belz Fellowship from the University of Melbourne, Australia, and by a grant from the Australian Research Council. Fan's research was supported by grants from the National Institute of General Medicine R01-GM072611 and National Science Foundation DMS-0714554 and DMS-0751568. The authors thank the editor, the associate editor, and referees for their valuable comments.
This publication acknowledges KAUST support, but has no KAUST affiliated authors.

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