An alternative view of the deconvolution problem
From MaRDI portal
Recommendations
- On the effect of misspecifying the error density in a deconvolution problem
- Deconvolving kernel density estimators
- scientific article; zbMATH DE number 775754
- Rates of convergence of some estimators in a class of deconvolution problems
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
Cited in
(43)- Density estimation with heteroscedastic error
- Conditional density estimation with covariate measurement error
- Least squares cross-validation for the kernel deconvolution density estimator
- Moment adjusted imputation for multivariate measurement error data with applications to logistic regression
- Density deconvolution of different conditional distributions
- Techniques to improve the CLEAN deconvolution algorithm
- Anisotropic adaptive kernel deconvolution
- Bivariate kernel deconvolution with panel data
- Density deconvolution for generalized skew-symmetric distributions
- Density deconvolution with small Berkson errors
- Deconvolution for an atomic distribution
- Nonparametric inference for discretely sampled Lévy processes
- A ridge-parameter approach to deconvolution
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
- A new deconvolution approach
- Deconvolving kernel density estimators
- Deconvolution problems in density estimation
- On the effect of estimating the error density in nonparametric deconvolution
- Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance
- Identification of joint distributions in dependent factor models
- On the effect of misspecifying the error density in a deconvolution problem
- Solving deconvolution type problems by wavelet decomposition methods
- Conditional density estimation in measurement error problems
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
- Tikhonov's regularization to the deconvolution problem
- A Simple Deconvolving Kernel Density Estimator when Noise Is Gaussian
- Finite sample penalization in adaptive density deconvolution
- Kernel density estimation with Berkson error
- The Second Deconvolution Theorem
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error
- Density estimation for circular data observed with errors
- A Particle Method for Solving Fredholm Equations of the First Kind
- Power spectrum unbiasing for dilation-invariant multi-reference alignment
- A new multivariate measurement error model with zero-inflated dietary data, and its application to dietary assessment
- Semiparametric linear transformation models for indirectly observed outcomes
- Nonparametric curve estimation in measurement error problems with conditionally heteroscedastic variances
- Density estimation in the presence of heteroscedastic measurement error of unknown type using phase function deconvolution
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
- Minimax optimal rates of convergence in monotone shuffled and unlinked regression models under vanishing noise
- Energy distances for statistical inference on infinite dimensional Hilbert spaces without moment conditions
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
- Identifiability of the deconvolution problem
- Density estimation with replicate heteroscedastic measurements
This page was built for publication: An alternative view of the deconvolution problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3534834)
