Deconvolving kernel density estimators

DOI10.1080/02331889008802238zbMath0697.62035OpenAlexW1969946615MaRDI QIDQ3473964

Leonard A. Stefanski, Raymond J. Carroll

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802238

zbMATH Keywords

convolution deconvolution errors-in-variables density estimation kernel estimator integrated mean squared error pointwise consistent additive measurement errors continuous bounded probability density

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (only showing first 100 items - show all)

Deconvolution with unknown noise distribution is possible for multivariate signals ⋮ Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables ⋮ Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors ⋮ Moment adjusted imputation for multivariate measurement error data with applications to logistic regression ⋮ Hazard estimation with censoring and measurement error: application to length of pregnancy ⋮ Bootstrap bandwidth selection in kernel density estimation from a contaminated sample ⋮ Consistency of a recursive estimate of mixing distributions ⋮ Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors ⋮ Smooth backfitting in additive inverse regression ⋮ A deconvolution path for mixtures ⋮ Estimating multivariate density and its derivatives for mixed measurement error data ⋮ Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution ⋮ On lower bounds for errors of prior density estimators ⋮ Empirical estimation of \(d\)-risks at distinguishing one-sided hypotheses ⋮ Iterative density estimation from contaminated observations ⋮ Asymptotic normality of the deconvolution kernel density estimator based on independent right censored data ⋮ Nonparametric regression with errors in variables and applications ⋮ Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography ⋮ Uniform distribution width estimation from data observed with Laplace additive error ⋮ Empirical likelihood for partially linear errors-in-variables models with longitudinal data ⋮ Density testing in a contaminated sample ⋮ Deconvolving a density from contaminated dependent observations ⋮ Estimation of varying coefficient models with measurement error ⋮ Probability density estimation with surrogate data and validation sample ⋮ Finite sample performance of deconvolving density estimators ⋮ Bayes and empirical Bayes estimation with errors in variables ⋮ A note on deconvolution density estimation ⋮ On general consistency in deconvolution mode estimation ⋮ Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise. ⋮ Kernel regression estimation with errors-in-variables for random fields ⋮ Recursive identification of errors-in-variables Wiener-Hammerstein systems ⋮ A note on wavelet density deconvolution for weakly dependent data ⋮ Robust multivariate density estimation under Gaussian noise ⋮ Moderate deviations for some nonparametric estimators with errors in variables ⋮ Density estimation with replicate heteroscedastic measurements ⋮ Density deconvolution for generalized skew-symmetric distributions ⋮ Laplace deconvolution with noisy observations ⋮ Nonparametric deconvolution problem for dependent sequences ⋮ Density deconvolution in a two-level heteroscedastic model with unknown error density ⋮ Deconvolution for the Wasserstein metric and geometric inference ⋮ On the performance of weighted bootstrapped kernel deconvolution density estimators ⋮ Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations ⋮ Deconvolution kernel estimator for mean transformation with ordinary smooth error. ⋮ Point-wise wavelet estimation in the convolution structure density model ⋮ Empirical likelihood for the parametric part in partially linear errors-in-function models ⋮ Simulation extrapolation estimation in parametric models with Laplace measurement error ⋮ Density deconvolution in a non-standard case of heteroscedastic noises ⋮ Conditional density estimation in measurement error problems ⋮ Oracle inequalities and adaptive estimation in the convolution structure density model ⋮ Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables ⋮ Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems ⋮ Adaptive density estimation in deconvolution problems with unknown error distribution ⋮ Theoretical aspects of ill-posed problems in statistics ⋮ Nonparametric specification tests for stochastic volatility models based on volatility density ⋮ Penalized empirical likelihood for partially linear errors-in-variables models ⋮ Density deconvolution from repeated measurements without symmetry assumption on the errors ⋮ Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models ⋮ Adaptive estimation of marginal random-effects densities in linear mixed-effects models ⋮ Optimal bandwidth selection for multivariate kernel deconvolution density estimation ⋮ Robust nonparametric function estimation for errors-in-variables models ⋮ Anisotropic multivariate deconvolution using projection on the Laguerre basis ⋮ Estimation of distributions, moments and quantiles in deconvolution problems ⋮ Weak convergence of the supremum distance for supersmooth kernel deconvolution ⋮ Practical bandwidth selection in deconvolution kernel density estimation ⋮ Data-driven boundary estimation in deconvolution problems ⋮ Strong consistency and rates for deconvolution of multivariate densities of stationary processes ⋮ Empirical likelihood for partly linear models with errors in all variables ⋮ Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes ⋮ Direct estimation of linear functionals from indirect noisy observations ⋮ Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems ⋮ Density estimation from aggregate data ⋮ On optimal uniform deconvolution ⋮ Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method ⋮ Conditional density estimation with covariate measurement error ⋮ Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses ⋮ Methodology and convergence rates for functional linear regression ⋮ Nonparametric adaptive estimation for grouped data ⋮ Uniform confidence bands in deconvolution with unknown error distribution ⋮ Density estimation with heteroscedastic error ⋮ On testing for local monotonicity in deconvolution problems ⋮ A survey of nonparametric mixing density estimation via the predictive recursion algorithm ⋮ Smooth backfitting for errors-in-variables additive models ⋮ Goodness-of-fit testing of error distribution in linear measurement error models ⋮ Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation ⋮ Consistent and rate-optimal density estimation from heteroscedastic data groups ⋮ Log-density estimation in linear inverse problems ⋮ Local bandwidth selectors for deconvolution kernel density estimation ⋮ Rates of convergence of some estimators in a class of deconvolution problems ⋮ Deconvolution boundary kernel method in nonparametric density estimation ⋮ Estimating a concave distribution function from data corrupted with additive noise ⋮ Kernel and pseudokernel estimators for the a priori density of a multivariate parameter ⋮ Asymptotic behaviour of the predictive density in the exchangeable case ⋮ Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators ⋮ Density deconvolution under a \(k\)-monotonicity constraint ⋮ Adaptive wavelet estimator for nonparametric density deconvolution ⋮ Measurement error models: from nonparametric methods to deep neural networks ⋮ Empirical geometry of multivariate data: a deconvolution approach. ⋮ Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error ⋮ Least squares cross-validation for the kernel deconvolution density estimator ⋮ Deconvolving multidimensional density from partially contaminated observations

Cites Work

This page was built for publication: Deconvolving kernel density estimators