Pages that link to "Item:Q3473964"

The following pages link to Deconvolving kernel density estimators (Q3473964):

Displaying 50 items.

• Nonparametric regression with errors in variables and applications (Q1359762) (← links)
• Finite sample performance of deconvolving density estimators (Q1379905) (← links)
• Bayes and empirical Bayes estimation with errors in variables (Q1380560) (← links)
• Deconvolution kernel estimator for mean transformation with ordinary smooth error. (Q1424447) (← links)
• Adaptive wavelet estimator for nonparametric density deconvolution (Q1583899) (← links)
• Least squares cross-validation for the kernel deconvolution density estimator (Q1600150) (← links)
• Deconvolving multidimensional density from partially contaminated observations (Q1600747) (← links)
• Moment adjusted imputation for multivariate measurement error data with applications to logistic regression (Q1615079) (← links)
• Hazard estimation with censoring and measurement error: application to length of pregnancy (Q1616698) (← links)
• A deconvolution path for mixtures (Q1639196) (← links)
• Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography (Q1650080) (← links)
• Oracle inequalities and adaptive estimation in the convolution structure density model (Q1731755) (← links)
• Density estimation from aggregate data (Q1775969) (← links)
• Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
• Smooth backfitting for errors-in-variables additive models (Q1800800) (← links)
• Goodness-of-fit testing of error distribution in linear measurement error models (Q1800808) (← links)
• Log-density estimation in linear inverse problems (Q1807071) (← links)
• Asymptotic behaviour of the predictive density in the exchangeable case (Q1817376) (← links)
• Empirical geometry of multivariate data: a deconvolution approach. (Q1848790) (← links)
• Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables (Q1873084) (← links)
• Bootstrap bandwidth selection in kernel density estimation from a contaminated sample (Q1881003) (← links)
• Deconvolving a density from contaminated dependent observations (Q1915249) (← links)
• Laplace deconvolution with noisy observations (Q1951149) (← links)
• Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
• Density deconvolution in a two-level heteroscedastic model with unknown error density (Q1952041) (← links)
• Deconvolution for the Wasserstein metric and geometric inference (Q1952230) (← links)
• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← links)
• Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems (Q1974073) (← links)
• Robust nonparametric function estimation for errors-in-variables models (Q1987580) (← links)
• Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method (Q2023841) (← links)
• A survey of nonparametric mixing density estimation via the predictive recursion algorithm (Q2040663) (← links)
• Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation (Q2044419) (← links)
• Density deconvolution under a \(k\)-monotonicity constraint (Q2084332) (← links)
• Measurement error models: from nonparametric methods to deep neural networks (Q2092892) (← links)
• Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error (Q2101478) (← 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)
• Estimating multivariate density and its derivatives for mixed measurement error data (Q2146454) (← links)
• Asymptotic normality of the deconvolution kernel density estimator based on independent right censored data (Q2153134) (← links)
• Empirical likelihood for partially linear errors-in-variables models with longitudinal data (Q2155655) (← links)
• Estimation of varying coefficient models with measurement error (Q2172010) (← links)
• Kernel regression estimation with errors-in-variables for random fields (Q2181193) (← links)
• Robust multivariate density estimation under Gaussian noise (Q2192927) (← links)
• Density deconvolution for generalized skew-symmetric distributions (Q2202941) (← links)
• On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
• Point-wise wavelet estimation in the convolution structure density model (Q2218163) (← links)
• Density deconvolution in a non-standard case of heteroscedastic noises (Q2223173) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
• Anisotropic multivariate deconvolution using projection on the Laguerre basis (Q2242844) (← links)
• Empirical likelihood for partly linear models with errors in all variables (Q2252901) (← links)