no. 12
Statistics/Probability Theory
Non-parametric estimation of the average growth curve from quantized observations and correlated errors
[Estimation de la courbe de croissance pour des observations quantifiées et des erreurs corrélées]

Présenté par : Paul Deheuvels

Benhenni, Karim1 ; Rachdi, Mustapha1
1 Université de Grenoble, UFR SHS, BP. 47, 38040 Grenoble cedex 09, France
Comptes Rendus. Mathématique, Tome 340 (2005) no. 12, pp. 901-904.

Dans cette Note, nous considérons le problème d'estimation de la courbe de croissance pour des données quantifiées et corrélées. Afin que l'estimateur construit soit consistant, nous supposons disposer d'observations répetées. Nous donnons le comportement asymptotique de l'estimateur construit à partir de données quantifiées et nous déduisons la largeur de fenêtre optimale.

In this Note, we consider the problem of estimating the regression function for a fixed design model, when we only have access to quantized and correlated data. In order for the constructed estimate to be consistent, we assume that repeated observations are available. We give the asymptotic performance in terms of the mean squared error for the regression function estimator constructed from quantized observations, and we generate the optimal bandwidth.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2005.04.035
Benhenni, Karim 1 ; Rachdi, Mustapha 1

1 Université de Grenoble, UFR SHS, BP. 47, 38040 Grenoble cedex 09, France 
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Benhenni, Karim; Rachdi, Mustapha. Non-parametric estimation of the average growth curve from quantized observations and correlated errors. Comptes Rendus. Mathématique, Tome 340 (2005) no. 12, pp. 901-904. doi : 10.1016/j.crma.2005.04.035. http://www.numdam.org/articles/10.1016/j.crma.2005.04.035/

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