Krishna Chaitanya

Your arXiv Feed for January 29, 2026 (1 Articles)

Partial heteroscedastic deconvolution estimation in nonparametric regression

Baba Thiam (LPP)

arXiv:2601.20341v1 Announce Type: new Abstract: In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the measurement errors are heteroscedastic. We propose a kernel-based estimator of the regression function in this framework and show that it achieves the optimal convergence rate under suitable regularity conditions. The finite-sample performance of the proposed estimator is illustrated through simulation studies.

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