Density estimation with replicate heteroscedastic measurements
From MaRDI portal
Recommendations
Cites work
- A note on deconvolution density estimation
- Accelerated convergence for nonparametric regression with coarsened predictors
- An alternative view of the deconvolution problem
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Consistent deconvolution in density estimation
- Deconvolution from panel data with unknown error distribution
- Deconvolution with supersmooth distributions
- Deconvolving kernel density estimators
- Density Estimation in the Presence of Heteroscedastic Measurement Error
- Density estimation with heteroscedastic error
- Density estimation with normal measurement error with unknown variance
- Estimating a nonlinear function of a normal mean
- Finite sample performance of deconvolving density estimators
- scientific article; zbMATH DE number 4205634 (Why is no real title available?)
- scientific article; zbMATH DE number 4054823 (Why is no real title available?)
- scientific article; zbMATH DE number 1231230 (Why is no real title available?)
- scientific article; zbMATH DE number 472955 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 854586 (Why is no real title available?)
- Nonparametric estimation of the measurement error model using multiple indicators.
- Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem
- On deconvolution with repeated measurements
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Rates of convergence of some estimators in a class of deconvolution problems
- Simulation-Extrapolation Estimation in Parametric Measurement Error Models
- Simulation-Extrapolation: The Measurement Error Jackknife
- Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
- Using SIMEX for Smoothing-Parameter Choice in Errors-in-Variables Problems
Cited in
(20)- Density estimation with heteroscedastic error
- Consistent and rate-optimal density estimation from heteroscedastic data groups
- Density deconvolution in a two-level heteroscedastic model with unknown error density
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- On deconvolution with repeated measurements
- Estimating the density of a conditional expectation
- Density Estimation in the Presence of Heteroscedastic Measurement Error
- Estimation of the error probability density from replicate measurements on several items
- Estimation of an Asymmetrical Density from Several Small Samples
- Bayesian semiparametric multivariate density deconvolution
- Conditional density estimation in measurement error problems
- Multiple testing of composite null hypotheses in heteroscedastic models
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Bivariate deconvolution with SIMEX: an application to mapping Alaska earthquake density
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- Time-varying unobserved heterogeneity in earnings shocks
- Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates
- 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
This page was built for publication: Density estimation with replicate heteroscedastic measurements
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q907087)