On nonparametric estimation of intercept and slope distributions in random coefficient regression
Beran, Rudolf ; Feuerverger, Andrey ; Hall, Peter
Ann. Statist., Tome 24 (1996) no. 6, p. 2569-2592 / Harvested from Project Euclid
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An experiment records stimulus and response for a random sample of cases. The relationship between response and stimulus is thought to be linear, the values of the slope and intercept varying by case. From such data, we construct a consistent, asymptotically normal, nonparametric estimator for the joint density of the slope and intercept. Our methodology incorporates the radial projection-slice theorem for the Radon transform, a technique for locally linear nonparametric regression and a tapered Fourier inversion. Computationally, the new density estimator is more feasible than competing nonparametric estimators, one of which is based on moments and the other on minimum distance considerations.
Publié le : 1996-12-14
Classification:  Radon transform,  characteristic function,  projection-slice theorem,  local linear regression,  tapered Fourier inversion,  computerized tomography,  62G07,  62J05 
@article{1032181170,
     author = {Beran, Rudolf and Feuerverger, Andrey and Hall, Peter},
     title = {On nonparametric estimation of intercept and slope distributions in random coefficient regression},
     journal = {Ann. Statist.},
     volume = {24},
     number = {6},
     year = {1996},
     pages = { 2569-2592},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1032181170}
}

Beran, Rudolf; Feuerverger, Andrey; Hall, Peter. On nonparametric estimation of intercept and slope distributions in random coefficient regression. Ann. Statist., Tome 24 (1996) no. 6, pp.  2569-2592. http://gdmltest.u-ga.fr/item/1032181170/