Pages that link to "Item:Q689165"

The following pages link to Strong consistency and rates for deconvolution of multivariate densities of stationary processes (Q689165):

Displaying 50 items.

• Conditional density estimation with covariate measurement error (Q109282) (← links)
• On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
• Adaptive estimation of an additive regression function from weakly dependent data (Q476220) (← links)
• Asymptotic analysis of estimators on multi-label data (Q493735) (← links)
• Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
• Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
• Optimal bandwidth selection for multivariate kernel deconvolution density estimation (Q946214) (← links)
• Model checking in errors-in-variables regression (Q957322) (← links)
• Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
• A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537) (← links)
• Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
• Nonparametric regression with errors in variables and applications (Q1359762) (← links)
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series (Q1382534) (← links)
• Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
• Least squares cross-validation for the kernel deconvolution density estimator (Q1600150) (← links)
• Deconvolving multidimensional density from partially contaminated observations (Q1600747) (← links)
• Oracle inequalities and adaptive estimation in the convolution structure density model (Q1731755) (← links)
• Smooth backfitting for errors-in-variables additive models (Q1800800) (← links)
• Deconvolving a density from contaminated dependent observations (Q1915249) (← links)
• Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes (Q1969138) (← links)
• Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems (Q1974073) (← links)
• Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method (Q2023841) (← links)
• Bivariate kernel deconvolution with panel data (Q2040666) (← links)
• Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error (Q2101478) (← links)
• Estimating multivariate density and its derivatives for mixed measurement error data (Q2146454) (← links)
• Kernel regression estimation with errors-in-variables for random fields (Q2181193) (← links)
• Point-wise wavelet estimation in the convolution structure density model (Q2218163) (← links)
• A general result on the mean integrated squared error of the hard thresholding wavelet estimator under \(\alpha\)-mixing dependence (Q2260580) (← links)
• Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
• Multivariate partially linear regression in the presence of measurement error (Q2324315) (← links)
• Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
• Least squares type estimation of the transition density of a particular hidden Markov chain (Q2426823) (← links)
• Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129) (← links)
• Nonparametric regression estimation for dependent functional data: asymptotic normality (Q2485822) (← links)
• Nonparametric estimation in time series with measurement errors (Q4374248) (← links)
• Nonparametric estimation in econometrics (Q4378923) (← links)
• Optimal sampling for density estimation in continuous time (Q4431625) (← links)
• A note on wavelet deconvolution density estimation (Q4595567) (← links)
• Strong Lp convergence of wavelet deconvolution density estimators (Q4602844) (← links)
• Nonparametric volatility density estimation for discrete time models (Q4651100) (← links)
• Low Order Approximations in Deconvolution and Regression with Errors in Variables (Q4665829) (← links)
• A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables (Q4831090) (← links)
• SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS (Q4959132) (← links)
• (Q5074839) (← links)
• Nonparametric density estimation from data with a mixture of Berkson and classical errors (Q5421213) (← links)
• Finite sample penalization in adaptive density deconvolution (Q5454207) (← links)
• Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error (Q5881100) (← links)
• Density deconvolution with associated stationary data. (Q6136992) (← links)
• Generalized deconvolution estimation by multiwavelets (Q6168131) (← links)