Adaptive density estimation in deconvolution problems with unknown error distribution
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Cites work
- scientific article; zbMATH DE number 1064642 (Why is no real title available?)
- Adaptive circular deconvolution by model selection under unknown error distribution
- Adaptive estimation of linear functionals in the convolution model and applications
- Adaptive nonparametric estimation for Lévy processes observed at low frequency
- Adaptive quantile estimation in deconvolution with unknown error distribution
- Adaptive wavelet estimator for nonparametric density deconvolution
- An alternative point of view on Lepski's method
- Anisotropic adaptive kernel deconvolution
- Data-driven density estimation in the presence of additive noise with unknown distribution
- Deconvolution Estimation of Onset of Pregnancy with Replicate Observations
- Deconvolution from panel data with unknown error distribution
- Deconvolution of supersmooth densities with smooth noise
- Deconvolution problems in nonparametric statistics
- Deconvolution with unknown error distribution
- Deconvolving kernel density estimators
- Density Estimation for the Case of Supersmooth Measurement Error
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Finite sample penalization in adaptive density deconvolution
- Generalized non-parametric deconvolution with an application to earnings dynamics
- New adaptive strategies for nonparametric estimation in linear mixed models
- Nonparametric estimation for Lévy processes from low-frequency observations
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Nonparametric estimation of the measurement error model using multiple indicators.
- On deconvolution with repeated measurements
- On the effect of estimating the error density in nonparametric deconvolution
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Penalized contrast estimator for adaptive density deconvolution
- Rates of convergence of some estimators in a class of deconvolution problems
- Sharp Optimality in Density Deconvolution with Dominating Bias. I
- Sharp Optimality in Density Deconvolution with Dominating Bias. II
- Slope heuristics: overview and implementation
Cited in
(29)- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Nonparametric regression on Lie groups with measurement errors
- Adaptive circular deconvolution by model selection under unknown error distribution
- Adaptive quantile estimation in deconvolution with unknown error distribution
- Penalized contrast estimator for adaptive density deconvolution
- New adaptive strategies for nonparametric estimation in linear mixed models
- Estimation of convolution in the model with noise
- Anisotropic spectral cut-off estimation under multiplicative measurement errors
- Hermite density deconvolution
- Adaptive wavelet estimator for nonparametric density deconvolution
- Nonparametric adaptive estimation for grouped data
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Adaptive deconvolution of linear functionals on the nonnegative real line
- Sparse covariance matrix estimation in high-dimensional deconvolution
- Estimation of varying coefficient models with measurement error
- Non compact estimation of the conditional density from direct or noisy data
- Deconvolution of cumulative distribution function with unknown noise distribution
- Deconvolution with unknown error distribution
- Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Finite sample penalization in adaptive density deconvolution
- Smooth backfitting for errors-in-variables additive models
- Robust multivariate density estimation under Gaussian noise
- Recovering Latent Variables by Matching
- Laguerre deconvolution with unknown matrix operator
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- A note on a fixed-point method for deconvolution
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding
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