Estimating multivariate density and its derivatives for mixed measurement error data
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Cites work
- A consistent nonparametric density estimator for the deconvolution problem
- A multivariate Linnik distribution
- Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
- Deconvolving kernel density estimators
- Density Estimation for the Case of Supersmooth Measurement Error
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- Multivariate probability density deconvolution for stationary random processes
- Multivariate regression estimation with errors-in-variables for stationary processes
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Partial deconvolution estimation in nonparametric regression
- Smoothing splines. Methods and applications
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
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