Open Access
2014 Additive inverse regression models with convolution-type operators
Thimo Hildebrandt, Nicolai Bissantz, Holger Dette
Electron. J. Statist. 8(1): 1-40 (2014). DOI: 10.1214/13-EJS874

Abstract

In a recent paper Birke and Bissantz (2009) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of dimensionality and we consider inverse regression models with the additional qualitative assumption of additivity. In these models several additive estimators are studied. In particular, we propose a new estimation method for observations on regular spaced grid and investigate estimators under the random design assumption which are applicable when observations are not available on a grid. Finally, we compare these estimators with the marginal integration and the non-additive estimator by means of a simulation study. It is demonstrated that the new method yields a substantial improvement of the currently available procedures.

Citation

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Thimo Hildebrandt. Nicolai Bissantz. Holger Dette. "Additive inverse regression models with convolution-type operators." Electron. J. Statist. 8 (1) 1 - 40, 2014. https://doi.org/10.1214/13-EJS874

Information

Published: 2014
First available in Project Euclid: 29 January 2014

zbMATH: 1348.62135
MathSciNet: MR3161732
Digital Object Identifier: 10.1214/13-EJS874

Subjects:
Primary: 62G08
Secondary: 62G15 , 62G20

Keywords: Additive models , convolution-type operators , inverse regression

Rights: Copyright © 2014 The Institute of Mathematical Statistics and the Bernoulli Society

Vol.8 • No. 1 • 2014
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