A SPECTRAL METHOD FOR DECONVOLVING A DENSITY
From MaRDI portal
Publication:3021621
DOI10.1017/S026646661000040XzbMath1218.62025MaRDI QIDQ3021621
Marine Carrasco, Jean-Pierre Florens
Publication date: 26 July 2011
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s026646661000040x
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
47A10: Spectrum, resolvent
47G10: Integral operators
47N30: Applications of operator theory in probability theory and statistics
Related Items
SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS, HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS, On the meanL1-error in the heteroscedastic deconvolution problem with compactly supported noises, SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, Recovering Latent Variables by Matching, Time-varying unobserved heterogeneity in earnings shocks, Tikhonov regularization for nonparametric instrumental variable estimators, Nonparametric identification of the distribution of random coefficients in binary response static games of complete information, Priors about observables in vector autoregressions, Estimation of nonparametric regression models with a mixture of Berkson and classical errors, Convolution without independence, A least-squares Monte Carlo approach to the estimation of enterprise risk, Direct instrumental nonparametric estimation of inverse regression functions, SOME EXTENSIONS OF A LEMMA OF KOTLARSKI, ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION, CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
Uses Software
Cites Work
- Unnamed Item
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- On the optimal rates of convergence for nonparametric deconvolution problems
- Nonparametric methods for inference in the presence of instrumental variables
- Deconvolution with unknown error distribution
- Antithetic acceleration of Monte Carlo integration in Bayesian inference
- Theoretical aspects of ill-posed problems in statistics
- Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
- Adaptive wavelet estimator for nonparametric density deconvolution
- Periodic boxcar deconvolution and Diophantine approximation
- Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
- Deconvolution from panel data with unknown error distribution
- Deconvolving compactly supported densities
- A ridge-parameter approach to deconvolution
- Approximation Theorems of Mathematical Statistics
- Deconvolving kernel density estimators
- Optimal Rates of Convergence for Deconvolving a Density
- Density Estimation for the Case of Supersmooth Measurement Error
- Density estimation in the uniform deconvolution model
- Low Order Approximations in Deconvolution and Regression with Errors in Variables
- Consistent deconvolution in density estimation
- Generalized Inverses in Reproducing Kernel Spaces: An Approach to Regularization of Linear Operator Equations
- Wavelet Deconvolution in a Periodic Setting
- Semiparametric Estimation of Regression Models for Panel Data
- Selected Topics in Characteristic Functions
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
- Deconvolution from Fourier-oscillating error densities under decay and smoothness restrictions