Pages that link to "Item:Q1951512"
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The following pages link to Anisotropic adaptive kernel deconvolution (Q1951512):
Displayed 50 items.
- Bidimensional random effect estimation in mixed stochastic differential model (Q300772) (← links)
- Minimal penalty for Goldenshluger-Lepski method (Q335651) (← links)
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension (Q391892) (← links)
- Adaptive density estimation in deconvolution problems with unknown error distribution (Q485934) (← links)
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- Pointwise adaptive estimation of a multivariate density under independence hypothesis (Q888472) (← links)
- Supersmooth density estimations over \(L^p\) risk by wavelets (Q1703887) (← links)
- A new approach to estimator selection (Q1708984) (← links)
- Oracle inequalities and adaptive estimation in the convolution structure density model (Q1731755) (← links)
- Multivariate adaptive warped kernel estimation (Q2002571) (← links)
- Adaptive and optimal pointwise deconvolution density estimations by wavelets (Q2026119) (← links)
- Density deconvolution under general assumptions on the distribution of measurement errors (Q2039776) (← links)
- Bivariate kernel deconvolution with panel data (Q2040666) (← links)
- Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283) (← links)
- Concentration inequalities for suprema of unbounded empirical processes (Q2077176) (← links)
- Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations (Q2080286) (← links)
- Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations (Q2083863) (← links)
- Deconvolution with unknown noise distribution is possible for multivariate signals (Q2119230) (← links)
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors (Q2121424) (← links)
- Statistical deconvolution of the free Fokker-Planck equation at fixed time (Q2136995) (← links)
- Anisotropic spectral cut-off estimation under multiplicative measurement errors (Q2140868) (← links)
- Estimation of varying coefficient models with measurement error (Q2172010) (← links)
- Point-wise wavelet estimation in the convolution structure density model (Q2218163) (← links)
- Anisotropic multivariate deconvolution using projection on the Laguerre basis (Q2242844) (← links)
- Adaptive nonparametric estimation of a component density in a two-class mixture model (Q2242876) (← links)
- Hyperbolic wavelet thresholding methods and the curse of dimensionality through the maxiset approach (Q2252209) (← links)
- Multi-kernel unmixing and super-resolution using the modified matrix pencil method (Q2291571) (← links)
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding (Q2326063) (← links)
- Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
- Point-wise estimation for anisotropic densities (Q2418508) (← links)
- Bandwidth selection in kernel empirical risk minimization via the gradient (Q2515491) (← links)
- A sup-norm oracle inequality for a partially linear regression model (Q2676901) (← links)
- Supersmooth testing on the sphere over analytic classes (Q2811269) (← links)
- Bivariate uniform deconvolution (Q2953568) (← links)
- Convergence and Error Propagation Results on a Linear Iterative Unfolding Method (Q3179333) (← links)
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
- Bayesian Semiparametric Multivariate Density Deconvolution (Q4690967) (← links)
- Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model (Q4987541) (← links)
- A pointwise lower bound for generalized deconvolution density estimation (Q4989439) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
- Plug-in <i>L</i><sub>2</sub>-upper error bounds in deconvolution, for a mixing density estimate in <i>R</i><sup><i>d</i></sup> and for its derivatives, via the <i>L</i><sub>1</sub>-error for the mixture (Q5205849) (← links)
- A note on a fixed-point method for deconvolution (Q5280366) (← links)
- Cytometry inference through adaptive atomic deconvolution (Q5742410) (← links)
- Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition (Q6060906) (← links)
- Deconvolution for some singular density errors via a combinatorial median of means approach (Q6062700) (← links)
- Recovering Latent Variables by Matching (Q6107240) (← links)
- A data-driven wavelet estimator for deconvolution density estimations (Q6132669) (← links)
- Adaptive warped kernel estimation for nonparametric regression with circular responses (Q6144451) (← links)
- Generalized deconvolution estimation by multiwavelets (Q6168131) (← links)