Deconvolving kernel density estimators
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Cites work
- A Consistent Estimator of a Component of a Convolution
- Construction of Sequences Estimating the Mixing Distribution
- Estimating the Mixing Distribution by Piece‐Wise Polynomial Arcs
- Estimation of a mixing distribution function
- scientific article; zbMATH DE number 3388381 (Why is no real title available?)
- scientific article; zbMATH DE number 3086324 (Why is no real title available?)
- Mean square error properties of density estimates
- On the recovery of discrete probability densities from imperfect measurements
- The estimation of a probability density function from measurements corrupted by Poisson noise (Corresp.)
Cited in
(only showing first 100 items - show all)- Density estimation with heteroscedastic error
- On testing for local monotonicity in deconvolution problems
- Consistent and rate-optimal density estimation from heteroscedastic data groups
- Deconvolution boundary kernel method in nonparametric density estimation
- Estimating a concave distribution function from data corrupted with additive noise
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
- Conditional density estimation with covariate measurement error
- A note on deconvolution density estimation
- Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise.
- Theoretical aspects of ill-posed problems in statistics
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Rates of convergence of some estimators in a class of deconvolution problems
- Kernel and pseudokernel estimators for the a priori density of a multivariate parameter
- On lower bounds for errors of prior density estimators
- Nonparametric regression with errors in variables and applications
- Finite sample performance of deconvolving density estimators
- Bayes and empirical Bayes estimation with errors in variables
- Deconvolution kernel estimator for mean transformation with ordinary smooth error.
- Adaptive wavelet estimator for nonparametric density deconvolution
- Least squares cross-validation for the kernel deconvolution density estimator
- Deconvolving multidimensional density from partially contaminated observations
- Moment adjusted imputation for multivariate measurement error data with applications to logistic regression
- Hazard estimation with censoring and measurement error: application to length of pregnancy
- A deconvolution path for mixtures
- Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
- Self-consistent density estimation in the presence of errors-in-variables
- Density deconvolution from grouped data with additive errors
- Oracle inequalities and adaptive estimation in the convolution structure density model
- Density estimation from aggregate data
- Uniform confidence bands in deconvolution with unknown error distribution
- Smooth backfitting for errors-in-variables additive models
- Goodness-of-fit testing of error distribution in linear measurement error models
- Log-density estimation in linear inverse problems
- Asymptotic behaviour of the predictive density in the exchangeable case
- Empirical geometry of multivariate data: a deconvolution approach.
- Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Deconvolving a density from contaminated dependent observations
- 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
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
- Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
- Robust nonparametric function estimation for errors-in-variables models
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- Density deconvolution under general assumptions on the distribution of measurement errors
- A survey of nonparametric mixing density estimation via the predictive recursion algorithm
- Bivariate kernel deconvolution with panel data
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation
- Density deconvolution under a \(k\)-monotonicity constraint
- Measurement error models: from nonparametric methods to deep neural networks
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- 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
- Estimating multivariate density and its derivatives for mixed measurement error data
- Asymptotic normality of the deconvolution kernel density estimator based on independent right censored data
- Empirical likelihood for partially linear errors-in-variables models with longitudinal data
- Estimation of varying coefficient models with measurement error
- Kernel regression estimation with errors-in-variables for random fields
- Robust multivariate density estimation under Gaussian noise
- Density deconvolution for generalized skew-symmetric distributions
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- Point-wise wavelet estimation in the convolution structure density model
- Density deconvolution in a non-standard case of heteroscedastic noises
- Penalized empirical likelihood for partially linear errors-in-variables models
- Anisotropic multivariate deconvolution using projection on the Laguerre basis
- Empirical likelihood for partly linear models with errors in all variables
- Uniform confidence bands for nonparametric errors-in-variables regression
- Inference on distribution functions under measurement error
- Estimation in linear regression with Laplace measurement error using Tweedie-type formula
- Comment: Minimalist \(g\)-modeling
- Density deconvolution with small Berkson errors
- Consistency and asymptotic normality for a nonparametric prediction under measurement errors
- Ridge-parameter regularization to deconvolution problem with unknown error distribution
- Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models
- Endpoint estimation for observations with normal measurement errors
- On deconvolution with repeated measurements
- Deconvolution from panel data with unknown error distribution
- Deconvolution for an atomic distribution
- Global uniform risk bounds for wavelet deconvolution estimators
- Deconvolving compactly supported densities
- Additive inverse regression models with convolution-type operators
- Robust errors-in-variables linear regression via Laplace distribution
- Estimating smooth distribution function in the presence of heteroscedastic measurement errors
- Wavelet optimal estimations for a density with some additive noises
- A ridge-parameter approach to deconvolution
- A kernel type nonparametric density estimator for decompounding
- Testing the suitability of polynomial models in errors-in-variables problems
- Accelerated convergence for nonparametric regression with coarsened predictors
- On optimal kernel choice for deconvolution
- Estimating the support of multivariate densities under measurement error
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
- Nonparametric estimation for derivatives of compound distribution
- On estimation of a density function in multiplicative censoring
- Recursive identification of errors-in-variables Wiener systems
- Optimal convergence rates for density estimation from grouped data
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- The non parametric regression estimate with dependent measurement errors
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