Hermite regression estimation in noisy convolution model
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Cites work
- Adaptive Deconvolution on the Non‐negative Real Line
- Adaptive estimation for an inverse regression model with unknown operator
- Adaptive wavelet estimator for nonparametric density deconvolution
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- Additive inverse regression models with convolution-type operators
- An Inequality for Hermite Polynomials
- Anisotropic functional Laplace deconvolution
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Deconvolution of supersmooth densities with smooth noise
- Density deconvolution under general assumptions on the distribution of measurement errors
- Hermite density deconvolution
- scientific article; zbMATH DE number 5816778 (Why is no real title available?)
- scientific article; zbMATH DE number 3146146 (Why is no real title available?)
- scientific article; zbMATH DE number 4205634 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- Input recovery from noisy output data, using regularized inversion of the Laplace transform
- Laguerre and Hermite bases for inverse problems
- Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging
- Laplace deconvolution with noisy observations
- Mean Convergence of Expansions in Laguerre and Hermite Series
- Minimal penalty for Goldenshluger-Lepski method
- Model selection for regression on a fixed design
- Noisy Laplace deconvolution with error in the operator
- On deconvolution with repeated measurements
- On testing for local monotonicity in deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Penalized contrast estimator for adaptive density deconvolution
- Rates of convergence for nonparametric deconvolution
- Regression function estimation as a partly inverse problem
- Risk bounds for model selection via penalization
- Slope heuristics: overview and implementation
- Smoothing splines: Regression, derivatives and deconvolution
- Sobolev spaces associated to the harmonic oscillator
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
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