Pages that link to "Item:Q3473964"
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The following pages link to Deconvolving kernel density estimators (Q3473964):
Displaying 50 items.
- Conditional density estimation with covariate measurement error (Q109282) (← links)
- Smooth backfitting in additive inverse regression (Q312597) (← links)
- Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution (Q320765) (← links)
- Empirical estimation of \(d\)-risks at distinguishing one-sided hypotheses (Q323648) (← links)
- Uniform distribution width estimation from data observed with Laplace additive error (Q334827) (← links)
- Probability density estimation with surrogate data and validation sample (Q372239) (← links)
- Recursive identification of errors-in-variables Wiener-Hammerstein systems (Q397541) (← links)
- Moderate deviations for some nonparametric estimators with errors in variables (Q426710) (← links)
- Simulation extrapolation estimation in parametric models with Laplace measurement error (Q470488) (← links)
- Conditional density estimation in measurement error problems (Q476215) (← links)
- Adaptive density estimation in deconvolution problems with unknown error distribution (Q485934) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Density deconvolution from repeated measurements without symmetry assumption on the errors (Q495339) (← links)
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models (Q498604) (← links)
- On general consistency in deconvolution mode estimation (Q607193) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations (Q641112) (← links)
- Empirical likelihood for the parametric part in partially linear errors-in-function models (Q654470) (← links)
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes (Q689165) (← links)
- Direct estimation of linear functionals from indirect noisy observations (Q700173) (← links)
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems (Q710758) (← links)
- On optimal uniform deconvolution (Q715783) (← links)
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
- Nonparametric adaptive estimation for grouped data (Q729714) (← links)
- Local bandwidth selectors for deconvolution kernel density estimation (Q746235) (← links)
- Consistency of a recursive estimate of mixing distributions (Q834348) (← links)
- Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors (Q844866) (← links)
- Iterative density estimation from contaminated observations (Q851230) (← links)
- Density testing in a contaminated sample (Q860334) (← links)
- Density estimation with replicate heteroscedastic measurements (Q907087) (← links)
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation (Q946214) (← links)
- Estimation of distributions, moments and quantiles in deconvolution problems (Q955132) (← links)
- Weak convergence of the supremum distance for supersmooth kernel deconvolution (Q956369) (← links)
- Practical bandwidth selection in deconvolution kernel density estimation (Q956830) (← links)
- Data-driven boundary estimation in deconvolution problems (Q959284) (← links)
- Methodology and convergence rates for functional linear regression (Q997371) (← links)
- Density estimation with heteroscedastic error (Q1002570) (← links)
- On testing for local monotonicity in deconvolution problems (Q1003784) (← links)
- Consistent and rate-optimal density estimation from heteroscedastic data groups (Q1011529) (← links)
- Deconvolution boundary kernel method in nonparametric density estimation (Q1015874) (← links)
- Estimating a concave distribution function from data corrupted with additive noise (Q1020980) (← links)
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators (Q1036801) (← links)
- A note on deconvolution density estimation (Q1126133) (← links)
- Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise. (Q1129135) (← links)
- Theoretical aspects of ill-posed problems in statistics (Q1181248) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- Rates of convergence of some estimators in a class of deconvolution problems (Q1262649) (← links)
- Kernel and pseudokernel estimators for the a priori density of a multivariate parameter (Q1269938) (← links)
- On lower bounds for errors of prior density estimators (Q1355318) (← links)
