Deconvolution problems in nonparametric statistics
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Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
This book gives an introduction to deconvolution problems in nonparametric statistics. It covers the following topics: Density estimation based on contaminated data, nonparametric regression with errors-in-variables and image and signal reconstruction. The author intends to provide a comprehensive overview on results derived during the last twenty years and to give a discussion on modern and recently solved problems. Estimation methods are introduced and the underlying ideas are explained, the asymptotic theory and adaptive choice of smoothing parameters are derived and the applicability of the considered methods is underlined by some real data examples. Basic knowledge in analysis, algebra, elementary probability theory and measure theory is necessary to understand the proofs of the theorems. Since Fourier analysis plays an important role in deconvolution, basic tools of this field are provided in a separate chapter. The main target group of readers are scientists and graduate students working in mathematical statistics. However, the book is also interesting for people working in econometrics, biometrics, and other fields of applied statistics.
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Cited in
(only showing first 100 items - show all)- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators
- Laguerre deconvolution with unknown matrix operator
- Supersmooth density estimations over \(L^p\) risk by wavelets
- Oracle inequalities and adaptive estimation in the convolution structure density model
- Towards a better understanding of the dual representation of phi divergences
- Uniform confidence bands in deconvolution with unknown error distribution
- Laplace deconvolution with noisy observations
- Anisotropic adaptive kernel deconvolution
- Nonparametric deconvolution problem for dependent sequences
- Density deconvolution in a two-level heteroscedastic model with unknown error density
- Deconvolution for the Wasserstein metric and geometric inference
- Multiscale scanning in inverse problems
- Regression estimation under strong mixing data
- Density deconvolution under general assumptions on the distribution of measurement errors
- Bivariate kernel deconvolution with panel data
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation
- Spectral cut-off regularisation for density estimation under multiplicative measurement errors
- Distribution estimation of a sum random variable from noisy samples
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions
- On linearization of nonparametric deconvolution estimators for repeated measurements model
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Nonparametric regression on Lie groups with measurement errors
- Deconvolution with unknown noise distribution is possible for multivariate signals
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization
- Anisotropic spectral cut-off estimation under multiplicative measurement errors
- Estimation of varying coefficient models with measurement error
- Robust multivariate density estimation under Gaussian noise
- Rate-optimal nonparametric estimation for random coefficient regression models
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- Density deconvolution in a non-standard case of heteroscedastic noises
- Regression discontinuity designs, white noise models, and minimax
- Adaptive minimax testing for circular convolution
- Density estimation of a mixture distribution with unknown point-mass and normal error
- Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one
- Uniform confidence bands for nonparametric errors-in-variables regression
- Inference on distribution functions under measurement error
- Estimation of conditional quantiles from data with additional measurement errors
- Estimating a sharp convergence bound for randomized ensembles
- Density deconvolution with small Berkson errors
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
- Minimax fast rates for discriminant analysis with errors in variables
- Estimation of a regression function corresponding to latent~variables
- Consistency and asymptotic normality for a nonparametric prediction under measurement errors
- Ridge-parameter regularization to deconvolution problem with unknown error distribution
- Strong consistency of wavelet estimators for errors-in-variables regression model
- Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces
- Global uniform risk bounds for wavelet deconvolution estimators
- Adaptive circular deconvolution by model selection under unknown error distribution
- Semiparametric estimation of McKean-Vlasov SDEs
- Deconvolution of spherical data corrupted with unknown noise
- Statistical inference for time-changed Lévy processes via Mellin transform approach
- Supersmooth testing on the sphere over analytic classes
- Consistency of maximum likelihood estimators in a large class of deconvolution models
- Wavelet-based density estimation in a heteroscedastic convolution model
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Measurement error and deconvolution in spaces of generalized functions
- scientific article; zbMATH DE number 5816778 (Why is no real title available?)
- Solution of linear ill-posed problems using overcomplete dictionaries
- Deconvolution for an atomic distribution: rates of convergence
- Peter Hall's main contributions to deconvolution
- Estimation of convolution in the model with noise
- Noisy discriminant analysis with boundary assumptions
- Inverse statistical learning
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
- Estimation of a distribution from data with small measurement errors
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- A note on wavelet deconvolution density estimation
- Strong \(L^p\) convergence of wavelet deconvolution density estimators
- Goodness-of-fit test for noisy directional data
- Conditional density estimation in measurement error problems
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Hypothesis testing by convex optimization
- Estimating Latent Processes on a Network From Indirect Measurements
- Statistical Skorohod embedding problem: optimality and asymptotic normality
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Specification testing for errors-in-variables models
- Smoothed nonparametric derivative estimation using weighted difference quotients
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Average derivative estimation under measurement error
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
- scientific article; zbMATH DE number 7508930 (Why is no real title available?)
- Multiplicative deconvolution in survival analysis under dependency
- Wavelet estimations for heteroscedastic super smooth errors
- Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model
- Nonparametric significance testing in measurement error models
- Estimation of the mean residual life function in the presence of measurement errors
- Hermite density deconvolution
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- Tikhonov's regularization to the deconvolution problem
- On optimal estimation of the mode in nonparametric deconvolution problems
- 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
- On a deconvolution problem under competing risks
- A note on a fixed-point method for deconvolution
- Shape-restricted nonparametric regression with overall noisy measurements
- Discrete-transform approach to deconvolution problems
- Goodness-of-fit testing strategies from indirect observations
- Cytometry inference through adaptive atomic deconvolution
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