Pages that link to "Item:Q1002570"
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The following pages link to Density estimation with heteroscedastic error (Q1002570):
Displaying 38 items.
- Estimating the density of a conditional expectation (Q262700) (← links)
- Fractional Sobolev, Moser-Trudinger, Morrey-Sobolev inequalities under Lorentz norms (Q467544) (← links)
- Conditional density estimation in measurement error problems (Q476215) (← links)
- A new multivariate measurement error model with zero-inflated dietary data, and its application to dietary assessment (Q641097) (← links)
- Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations (Q641112) (← links)
- Density estimation with replicate heteroscedastic measurements (Q907087) (← links)
- On testing for local monotonicity in deconvolution problems (Q1003784) (← links)
- Moment adjusted imputation for multivariate measurement error data with applications to logistic regression (Q1615079) (← links)
- Modeling tails of aggregate economic processes in a stochastic growth model (Q1623510) (← links)
- Wavelet density deconvolution estimations with heteroscedastic measurement errors (Q1698251) (← links)
- Nonparametric estimation for irregularly sampled Lévy processes (Q1744225) (← links)
- Density deconvolution in a two-level heteroscedastic model with unknown error density (Q1952041) (← links)
- Rothman-Woodroofe symmetry test statistic revisited (Q2008128) (← links)
- Bivariate kernel deconvolution with panel data (Q2040666) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Density deconvolution in a non-standard case of heteroscedastic noises (Q2223173) (← links)
- Estimating a sharp convergence bound for randomized ensembles (Q2317334) (← links)
- Bayesian multiple imputation for assay data subject to measurement error (Q2320832) (← links)
- Heteroscedastic deconvolution of \({{\mathbb{P}}(X<Y)}\) with compactly supported error densities (Q2321784) (← links)
- Consistency and asymptotic normality for a nonparametric prediction under measurement errors (Q2350058) (← links)
- Parametric inference of autoregressive heteroscedastic models with errors in variables (Q2407522) (← links)
- Estimating smooth distribution function in the presence of heteroscedastic measurement errors (Q2445572) (← links)
- Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model (Q2865257) (← links)
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution (Q2892920) (← links)
- Multiple Testing of Composite Null Hypotheses in Heteroscedastic Models (Q4916504) (← links)
- Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem (Q4975411) (← links)
- (Q5004049) (← links)
- Wavelet estimations for heteroscedastic super smooth errors (Q5078118) (← links)
- Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model (Q5079846) (← links)
- Bivariate deconvolution with SIMEX: an application to mapping Alaska earthquake density (Q5126946) (← links)
- On the mean<i><i>L</i><sup>1</sup></i>-error in the heteroscedastic deconvolution problem with compactly supported noises (Q5154045) (← links)
- On a deconvolution problem under competing risks (Q5280365) (← links)
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error (Q5881100) (← links)
- Density estimation for circular data observed with errors (Q6079334) (← links)
- Time-varying unobserved heterogeneity in earnings shocks (Q6108304) (← links)
- Deconvolution problem of cumulative distribution function with heteroscedastic errors (Q6134382) (← links)
- Inference on a distribution from noisy draws (Q6542438) (← links)
- STRATOS guidance document on measurement error and misclassification of variables in observational epidemiology. II: More complex methods of adjustment and advanced topics (Q6627421) (← links)