Deconvolving multidimensional density from partially contaminated observations
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Publication:1600747
DOI10.1016/S0378-3758(01)00238-5zbMath1011.62039WikidataQ126572570 ScholiaQ126572570MaRDI QIDQ1600747
Publication date: 16 June 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
asymptotic normalitydeconvolutionstrong mixingkernel density estimationstrong consistencymean squared errorspartial contamination
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)
Related Items (6)
Iterative density estimation from contaminated observations ⋮ Generalized deconvolution estimation by multiwavelets ⋮ Point-wise wavelet estimation in the convolution structure density model ⋮ Oracle inequalities and adaptive estimation in the convolution structure density model ⋮ Low Order Approximations in Deconvolution and Regression with Errors in Variables ⋮ Density estimation with contamination: minimax rates and theory of adaptation
Cites Work
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- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- Approximation theorems for strongly mixing random variables
- On the optimal rates of convergence for nonparametric deconvolution problems
- Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
- Rates of convergence of some estimators in a class of deconvolution problems
- Fourier methods for estimating mixing densities and distributions
- Deconvolving a density from partially contaminated observations
- Nonparametric statistics for stochastic processes
- Some Limit Theorems for Random Functions. I
- A consistent nonparametric density estimator for the deconvolution problem
- Deconvolving kernel density estimators
- Optimal Rates of Convergence for Deconvolving a Density
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