A Consistent Estimator of a Component of a Convolution
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Cited in
(20)- Theoretical aspects of ill-posed problems in statistics
- Differences and derivatives in kernel estimation
- Simple kernel estimators for certain nonparametric deconvolution problems
- Kernel and pseudokernel estimators for the a priori density of a multivariate parameter
- On the estimation of the density of shift parameter
- Distribution estimation of a sum random variable from noisy samples
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- Deconvolving kernel density estimators
- On the power of the X2goodness of fit test at signal plus noise alternatives
- Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance
- Optimal iterative density deconvolution
- Hypothesis testing by convex optimization
- Deconvolving cumulative density from associated random processes
- Deconvolution problem of cumulative distribution function with heteroscedastic errors
- The failure rate for the convolution of two distributions, one of which has bounded support
- On deconvolution of distribution functions
- Non parametric deconvolution of cumulative distribution function from repeated observations with unknown noise distribution
- The cumulative distribution function of a mixture model with normal error
- Deconvolution of cumulative distribution function with unknown noise distribution
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