Generalized kernel density estimation with limited data contamination

DOI10.1016/J.CAM.2025.116937MaRDI QIDQ6906085zbMATH OpenFDO

Authors Jerome M. Krief

Publication date 5 November 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2025.116937

zbMATH Keywords

deconvolutionFredholm integral equation of the second kindLiouville-Neumann series

Mathematics Subject Classification ID

Parametric inference (62Fxx) Nonparametric inference (62Gxx) Applications of statistics (62Pxx)

Cites work

• A Hausman test for the presence of market microstructure noise in high frequency data
• A note on a fixed-point method for deconvolution
• A ridge-parameter approach to deconvolution
• A spectral method for deconvolving a density
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• Calibration and option pricing with stochastic volatility and double exponential jumps
• Convergence of stochastic processes
• Deconvolution with unknown error distribution
• Deconvolving a density from partially contaminated observations
• scientific article; zbMATH DE number 3917463 (Why is no real title available?)
• Identification and Robustness with Contaminated and Corrupted Data
• On the optimal rates of convergence for nonparametric deconvolution problems
• Oracle inequalities and adaptive estimation in the convolution structure density model
• Simulation and the Asymptotics of Optimization Estimators

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