Consistent density deconvolution under partially known error distribution
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Cites work
- Adaptive estimation for inverse problems with noisy operators
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- Deconvolution from panel data with unknown error distribution
- Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error
- scientific article; zbMATH DE number 5816778 (Why is no real title available?)
- scientific article; zbMATH DE number 3256930 (Why is no real title available?)
- Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
- Nonparametric estimation of the measurement error model using multiple indicators.
- 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
- Vague convergence of sums of independent random variables
Cited in
(23)- Deconvolving multidimensional density from partially contaminated observations
- Self-consistent density estimation in the presence of errors-in-variables
- Deconvolving a density from partially contaminated observations
- Deconvolution for the Wasserstein metric and geometric inference
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Estimation of the variance matrix in bivariate classical measurement error models
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
- Frontier estimation in the presence of measurement error with unknown variance
- Adaptive circular deconvolution by model selection under unknown error distribution
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- Non parametric estimation in the presence of noise with unknown distribution
- Estimation of the Boundary of a Variable Observed With Symmetric Error
- Deconvolution of \(P(X<Y)\) with supersmooth error distributions
- Deconvolution of a Distribution Function
- Consistent deconvolution in density estimation
- Identification of mixture models using support variations
- Inference on two-component mixtures under tail restrictions
- Density estimation with normal measurement error with unknown variance
- Estimation of the density for censored and contaminated data
- Variance matrix estimation in multivariate classical measurement error models
- Recent advances in the construction of nonparametric stochastic frontier models
- Deconvolution density estimation on Lie groups without auxiliary data
- Errors-in-variables regression for mixed Euclidean and non-Euclidean predictors
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