Low Order Approximations in Deconvolution and Regression with Errors in Variables
From MaRDI portal
Recommendations
- Deconvolution and regularization for numerical solutions of incorrectly posed problems
- Laplace deconvolution with dependent errors: a minimax study
- Error estimates for the regularization of least squares problems
- Low complexity regularization of linear inverse problems
- Approximate deconvolution reduced order modeling
- On the effect of estimating the error density in nonparametric deconvolution
- Error estimates for linear systems with applications to regularization
- Towards a robust imprecise linear deconvolution
- Partial deconvolution estimation in nonparametric regression
Cites work
- Boundary bias correction for nonparametric deconvolution
- Corrected Score Estimation via Complex Variable Simulation Extrapolation
- Deconvolution with arbitrarily smooth kernels
- Deconvolving a density from partially contaminated observations
- Deconvolving multidimensional density from partially contaminated observations
- Finite sample performance of deconvolving density estimators
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
- Isotonic inverse estimators for nonparametric deconvolution
- Least squares cross-validation for the kernel deconvolution density estimator
- Local Polynomial Regression and Simulation–Extrapolation
- Measurement errors in line transect surveys where detectability varies with distance and size
- Rates of convergence of some estimators in a class of deconvolution problems
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
Cited in
(24)- Density estimation with heteroscedastic error
- Moment adjusted imputation for multivariate measurement error data with applications to logistic regression
- SIMEX and standard error estimation in semiparametric measurement error models
- Accelerated convergence for nonparametric regression with coarsened predictors
- Corrected-loss estimation for error-in-variable partially linear model
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- t-type corrected-loss estimation for error-in-variable model
- A spectral method for deconvolving a density
- Semiparametric density deconvolution
- Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem
- Bayesian semiparametric regression in the presence of conditionally heteroscedastic measurement and regression errors
- Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities
- Bayesian semiparametric multivariate density deconvolution
- Multiple testing of composite null hypotheses in heteroscedastic models
- scientific article; zbMATH DE number 7508930 (Why is no real title available?)
- Wavelet estimations for heteroscedastic super smooth errors
- Density estimation for circular data observed with errors
- Kernel regression for errors-in-variables problems in the circular domain
- Power spectrum unbiasing for dilation-invariant multi-reference alignment
- Dynamic demand estimation in auction markets
- Geodesic Mixed Effects Models for Repeatedly Observed/Longitudinal Random Objects
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
- Estimating the total rate of DNA replication using branching processes
- Survival and aging in the wild via residual demography
This page was built for publication: Low Order Approximations in Deconvolution and Regression with Errors in Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4665829)
