Wavelet shrinkage in estimation of regression function with error in variables

Rahmati, Ghodratollah; Shirazi, Esmaeil; Yarmohammadi, Masoud; Nasiri, Parviz

doi:10.22075/ijnaa.2024.34558.5164

Wavelet shrinkage in estimation of regression function with error in variables

Document Type : Research Paper

Authors

¹ Department of Statistics, Faculty of Science, Payame Noor University, Tehran, Iran

² Department of Statistics, Faculty of Science, Gonbad Kavous University, Gonbad Kavous, Iran

10.22075/ijnaa.2024.34558.5164

Abstract

The purpose of this study was to estimate the unknown regression function $h$ in a regression model having errors-in-variables: $(Y,X)$, where $Y=h(U)+E$ and $X=U+T$. We propose a new adaptive estimator through the wavelet shrinkage method to estimate $h$. In particular, the block thresholding method has been investigated by considering some simple assumptions on $E$. Finally, using a simulation study, we have compared the proposed estimator with other threshold estimators.

Keywords

References

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