Deconvolution problems in nonparametric statistics
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Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)
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Cited in
(only showing first 100 items - show all)- Deconvolution with unknown noise distribution is possible for multivariate signals
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
- Supermix: sparse regularization for mixtures
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- scientific article; zbMATH DE number 5816778 (Why is no real title available?)
- Bivariate kernel deconvolution with panel data
- Consistency and asymptotic normality for a nonparametric prediction under measurement errors
- Deconvolution for an atomic distribution: rates of convergence
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Nonparametric regression on Lie groups with measurement errors
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- Solution of linear ill-posed problems using overcomplete dictionaries
- Adaptive circular deconvolution by model selection under unknown error distribution
- Density deconvolution with associated stationary data.
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation
- Measurement error and deconvolution in spaces of generalized functions
- Statistical Skorohod embedding problem: optimality and asymptotic normality
- Specification testing for errors-in-variables models
- Density deconvolution in a non-standard case of heteroscedastic noises
- Nonparametric estimation of additive models with errors-in-variables
- Estimation of convolution in the model with noise
- Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces
- Oracle inequalities and adaptive estimation in the convolution structure density model
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Anisotropic spectral cut-off estimation under multiplicative measurement errors
- Supersmooth density estimations over \(L^p\) risk by wavelets
- On statistical properties of the estimator of impulse response function
- Estimating Latent Processes on a Network From Indirect Measurements
- Hermite density deconvolution
- Rate-optimal nonparametric estimation for random coefficient regression models
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization
- Parameter estimation for diffusion process from perturbed discrete observations
- Linear functional estimation under multiplicative measurement error
- Smoothed nonparametric derivative estimation using weighted difference quotients
- Plug-in \(L_2\)-upper error bounds in deconvolution, for a mixing density estimate in \(\mathbb{R}^d\) and for its derivatives, via the \(L_1\)-error for the mixture
- Multiscale scanning in inverse problems
- Strong consistency of wavelet estimators for errors-in-variables regression model
- Nonparametric regression for dependent data in the errors-in-variables problem
- Adaptive minimax testing for circular convolution
- Density estimation of a mixture distribution with unknown point-mass and normal error
- Estimation of conditional quantiles from data with additional measurement errors
- Density deconvolution with small Berkson errors
- Estimating a sharp convergence bound for randomized ensembles
- Estimation of a regression function corresponding to latent~variables
- Global uniform risk bounds for wavelet deconvolution estimators
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Uniform confidence bands for nonparametric errors-in-variables regression
- Nonparametric adaptive estimation for grouped data
- Statistical inference for time-changed Lévy processes via Mellin transform approach
- Sharp lower bound for regression with measurement errors and its implication for ill-posedness of functional regression
- Goodness-of-fit testing strategies from indirect observations
- Hypothesis testing by convex optimization
- On a deconvolution problem under competing risks
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Ridge-parameter regularization to deconvolution problem with unknown error distribution
- Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition
- Wavelet-based density estimation in a heteroscedastic convolution model
- On uniqueness and ill-posedness for the deautoconvolution problem in the multi-dimensional case
- Shape-restricted nonparametric regression with overall noisy measurements
- Density deconvolution under general assumptions on the distribution of measurement errors
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Discrete-transform approach to deconvolution problems
- Estimation of varying coefficient models with measurement error
- Noisy discriminant analysis with boundary assumptions
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
- Bayesian quantile estimation in deconvolution
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
- Strong \(L^p\) convergence of wavelet deconvolution density estimators
- Towards a better understanding of the dual representation of phi divergences
- On deconvolution of distribution functions
- Wasserstein convergence in Bayesian and frequentist deconvolution models
- Spectral cut-off regularisation for density estimation under multiplicative measurement errors
- Non compact estimation of the conditional density from direct or noisy data
- Statistical inference for scale mixture models via Mellin transform approach
- Goodness-of-fit test for noisy directional data
- Nonparametric estimation of \(\mathbb{P}(X<Y)\) from noisy data samples with non-standard error distributions
- Wavelet estimations for heteroscedastic super smooth errors
- Deconvolution of cumulative distribution function with unknown noise distribution
- Average derivative estimation under measurement error
- Consistency of maximum likelihood estimators in a large class of deconvolution models
- Regression estimation under strong mixing data
- Estimation of a distribution from data with small measurement errors
- Uniform confidence bands in deconvolution with unknown error distribution
- Distribution estimation of a sum random variable from noisy samples
- Wavelet estimation of function derivatives from a multichannel deconvolution model
- Conditional density estimation in measurement error problems
- Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
- Estimation of the mean residual life function in the presence of measurement errors
- Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification
- Peter Hall's main contributions to deconvolution
- Supersmooth testing on the sphere over analytic classes
- Nonparametric significance testing in measurement error models
- Cytometry inference through adaptive atomic deconvolution
- Dynamic deconvolution and identification of independent autoregressive sources
- Bandwidth selection for nonparametric regression with errors-in-variables
- Anisotropic adaptive kernel deconvolution
- Deconvolution for the Wasserstein metric and geometric inference
- Regression discontinuity designs, white noise models, and minimax
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