Finite sample performance of deconvolving density estimators
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Publication:1379905
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Cites work
- scientific article; zbMATH DE number 3824228 (Why is no real title available?)
- A consistent nonparametric density estimator for the deconvolution problem
- Consistent deconvolution in density estimation
- Deconvolution with supersmooth distributions
- Deconvolving kernel density estimators
- Exact mean integrated squared error
- Nonparametric regression with errors in variables
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Rates of convergence of some estimators in a class of deconvolution problems
- Simulations and computations of nonparametric density estimates for the deconvolution problem
- Some Errors Associated with the Non-parametric Estimation of Density Functions
Cited in
(28)- Low Order Approximations in Deconvolution and Regression with Errors in Variables
- Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance
- Semiparametric density deconvolution
- Asymptotic Normality of Kernel-Type Deconvolution Estimators
- On optimal kernel choice for deconvolution
- Deconvolution for an atomic distribution
- Deconvolving kernel density estimators
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- Nonparametric volatility density estimation for discrete time models
- Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
- Deconvolution boundary kernel method in nonparametric density estimation
- A new multivariate measurement error model with zero-inflated dietary data, and its application to dietary assessment
- A kernel type nonparametric density estimator for decompounding
- Minimizing \(L_ 1\) distance in nonparametric density estimation
- Nonparametric estimation for derivatives of compound distribution
- Smoothness-Penalized Deconvolution (SPeD) of a Density Estimate
- A Simple Deconvolving Kernel Density Estimator when Noise Is Gaussian
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Practical bandwidth selection in deconvolution kernel density estimation
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
- Density estimation with replicate heteroscedastic measurements
- Finite-sample confidence envelopes for shape-restricted densities
- Kernel estimations for multivariate density functional with bootstrap
- Nonparametric inference for discretely sampled Lévy processes
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
- On convergence rates equivalency and sampling strategies in functional deconvolution models
- Estimation of a multivariate stochastic volatility density by kernel deconvolution
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