Practical bandwidth selection in deconvolution kernel density estimation
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Cites work
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- A comparative study of several smoothing methods in density estimation
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Cited in
(82)- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- Specification testing for errors-in-variables models
- Data-driven boundary estimation in deconvolution problems
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Global uniform risk bounds for wavelet deconvolution estimators
- Semiparametric density deconvolution
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Asymptotic Normality of Kernel-Type Deconvolution Estimators
- Intensity Estimation for Spatial Point Processes Observed with Noise
- On deconvolution with repeated measurements
- On optimal kernel choice for deconvolution
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
- Automatic bandwidth selection for recursive kernel density estimators with length-biased data
- Deconvolution for an atomic distribution
- Deconvolution boundary kernel method in nonparametric density estimation
- Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation
- Estimating a concave distribution function from data corrupted with additive noise
- A Particle Method for Solving Fredholm Equations of the First Kind
- A ridge-parameter approach to deconvolution
- Adaptive density estimation in the pile-up model involving measurement errors
- Parametrically assisted nonparametric estimation of a density in the deconvolution problem
- Recursive non-parametric kernel classification rule estimation for independent functional data
- Estimation in hazard regression models under ordered departures from proportionality
- Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
- Conditional density estimation with covariate measurement error
- Deconvolving compactly supported densities
- Möbius deconvolution on the hyperbolic plane with application to impedance density estimation
- Optimal bandwidth selection for recursive Gumbel kernel density estimators
- Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- Recursive nonparametric regression estimation for dependent strong mixing functional data
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Bivariate kernel deconvolution with panel data
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error
- Bandwidth selection for nonparametric regression with errors-in-variables
- Testing the suitability of polynomial models in errors-in-variables problems
- Nonparametric relative recursive regression estimators for censored data
- Penalized contrast estimator for adaptive density deconvolution
- Estimation of a quadratic regression functional using the sinc kernel
- Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise
- Finite sample penalization in adaptive density deconvolution
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- On the choice of smoothing parameters for semirecursive nonparametric hazard estimators
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
- Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
- Two-time-scale nonparametric recursive regression estimator for independent functional data
- Estimation of distributions, moments and quantiles in deconvolution problems
- Bandwidth selection in deconvolution kernel distribution estimators defined by stochastic approximation method with Laplace errors
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Nonparametric smooth estimation of the expected inactivity time function
- Uniform confidence bands in deconvolution with unknown error distribution
- A mixed model approach to measurement error in semiparametric regression
- Density estimation with heteroscedastic error
- Identification of joint distributions in dependent factor models
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- Conditional density estimation in measurement error problems
- Local bandwidth selectors for deconvolution kernel density estimation
- Density testing in a contaminated sample
- Estimating smooth distribution function in the presence of heteroscedastic measurement errors
- The choice of smoothing parameter in nonparametric regression through wild bootstrap
- Fault classification for high‐dimensional data streams: A directional diagnostic framework based on multiple hypothesis testing
- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- On a deconvolution problem under competing risks
- Nonparametric curve estimation and bootstrap bandwidth selection
- Nonparametric quantile regression for time series with replicated observations and its application to climate data
- Parameter estimation for logistic errors-in-variables regression under case-control studies
- Estimation of the mean residual life function in the presence of measurement errors
- Density deconvolution for generalized skew-symmetric distributions
- A Diagnostic Procedure for High-Dimensional Data Streams via Missed Discovery Rate Control
- A family of kernels and their associated deconvolving kernels for normally distributed measurement errors
- Average derivative estimation under measurement error
- A Bayesian Nonparametric Mixture Measurement Error Model With Application to Spatial Density Estimation Using Mobile Positioning Data With Multi-Accuracy and Multi-Coverage
- Non-Parametric Inference for Clustered Binary and Count Data when Only Summary Information is Available
- Nonparametric recursive method for generalized kernel estimators for dependent functional data
- Directional false discovery rate control in large-scale multiple comparisons
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