Nonparametric modal regression in the presence of measurement error. (English) Zbl 1357.62185

Summary: In the context of regressing a response \(Y\) on a predictor \(X\), we consider estimating the local modes of the distribution of \(Y\) given \(X=x\) when \(X\) is prone to measurement error. We propose two nonparametric estimation methods, with one based on estimating the joint density of \((X,Y)\) in the presence of measurement error, and the other built upon estimating the conditional density of \(Y\) given \(X=x\) using error-prone data. We study the asymptotic properties of each proposed mode estimator, and provide implementation details including the mean-shift algorithm for mode seeking and bandwidth selection. Numerical studies are presented to compare the proposed methods with an existing mode estimation method developed for error-free data naively applied to error-prone data.


62G08 Nonparametric regression and quantile regression
62G20 Asymptotic properties of nonparametric inference
62J05 Linear regression; mixed models
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