Deconvolving a density from contaminated dependent observations (Q1915249): Difference between revisions

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+Optimal Rates of Convergence for Deconvolving a Density
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+On errors-in-variables for binary regression models
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+Q3723410
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+Central limit theorems for empirical measures
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+On the optimal rates of convergence for nonparametric deconvolution problems
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+Q3354915
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+Normal rank
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+Deconvolution with supersmooth distributions
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+Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
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+Nonparametric regression with errors in variables
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+Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
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+Robust Statistics
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+Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
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+A consistent nonparametric density estimator for the deconvolution problem
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+Multivariate probability density deconvolution for stationary random processes
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+Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
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+Strong consistency and rates for deconvolution of multivariate densities of stationary processes
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+Gaussian deconvolution via differentiation
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+The Empirical Bayes Approach to Statistical Decision Problems
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+Rates of convergence of some estimators in a class of deconvolution problems
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+Deconvolving kernel density estimators
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+Q5600636
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+Fourier methods for estimating mixing densities and distributions
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