Density testing in a contaminated sample
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Cites work
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Asymptotic efficiency of inverse estimators
- Asymptotic Efficiency of Nonparametric Tests
- Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Deconvolving kernel density estimators
- Density estimation in the uniform deconvolution model
- Estimation of Distribution Density Belonging to a Class of Entire Functions
- Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
- Fourier methods for estimating mixing densities and distributions
- scientific article; zbMATH DE number 4205634 (Why is no real title available?)
- scientific article; zbMATH DE number 472955 (Why is no real title available?)
- Multivariate density estimation with general flat-top kernels of infinite order
- Normal scale mixtures and dual probability densities
- On asymptotic distribution of integrated squared error of an estimate of a component of a convolution
- On bootstrapping \(L_2\)-type statistics in density testing
- On goodness-of-fit tests for weakly dependent processes using kernel method
- On some global measures of the deviations of density function estimates
- On the optimal rates of convergence for nonparametric deconvolution problems
- Practical bandwidth selection in deconvolution kernel density estimation
- Simple kernel estimators for certain nonparametric deconvolution problems
- Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
- Stochastic Models That Separate Fractal Dimension and the Hurst Effect
- Testing Heteroscedasticity In Nonparametric Regression
- The power and optimal kernel of the Bickel-Rosenblatt test for goodness of fit
- Validation of linear regression models
Cited in
(22)- On testing for local monotonicity in deconvolution problems
- Goodness-of-fit tests in linear EV regression with replications
- Multiscale inference for multivariate deconvolution
- Goodness-of-fit testing of error distribution in linear measurement error models
- Adaptivity in convolution models with partially known noise distribution
- Multiscale scanning in inverse problems
- Semiparametric density testing in the contamination model
- Data driven smooth test for contaminated data
- Testing parametric models in the presence of instrumental variables
- A two-sample test when data are contaminated
- Model checks in inverse regression models with convolution-type operators
- scientific article; zbMATH DE number 5310108 (Why is no real title available?)
- Testing for lack of fit in inverse regression-with applications to biophotonic imaging
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
- Goodness-of-fit test for noisy directional data
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Specification testing for errors-in-variables models
- Goodness-of-fit testing strategies from indirect observations
- Data-driven efficient score tests for deconvolution hypotheses
- Testing inverse problems: a direct or an indirect problem?
- Local bandwidth selectors for deconvolution kernel density estimation
- Adaptive goodness-of-fit testing from indirect observations
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