Finite sample performance of deconvolving density estimators
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Publication:1379905
DOI10.1016/S0167-7152(97)00110-7zbMATH Open0886.62048MaRDI QIDQ1379905FDOQ1379905
Authors: M. P. Wand 
Publication date: 5 March 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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Cites Work
- Exact mean integrated squared error
- Deconvolving kernel density estimators
- Optimal Rates of Convergence for Deconvolving a Density
- On the optimal rates of convergence for nonparametric deconvolution problems
- Nonparametric regression with errors in variables
- Title not available (Why is that?)
- Consistent deconvolution in density estimation
- A consistent nonparametric density estimator for the deconvolution problem
- Rates of convergence of some estimators in a class of deconvolution problems
- Deconvolution with supersmooth distributions
- Some Errors Associated with the Non-parametric Estimation of Density Functions
- Simulations and computations of nonparametric density estimates for the deconvolution problem
Cited In (28)
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- Low Order Approximations in Deconvolution and Regression with Errors in Variables
- Finite-sample confidence envelopes for shape-restricted densities
- 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
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Deconvolution for an atomic distribution
- Density estimation with replicate heteroscedastic measurements
- Semiparametric density deconvolution
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- Nonparametric inference for discretely sampled Lévy processes
- Smoothness-Penalized Deconvolution (SPeD) of a Density Estimate
- Asymptotic Normality of Kernel-Type Deconvolution Estimators
- Deconvolving kernel density estimators
- Deconvolution boundary kernel method in nonparametric density estimation
- A Simple Deconvolving Kernel Density Estimator when Noise Is Gaussian
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
- Kernel estimations for multivariate density functional with bootstrap
- Nonparametric volatility density estimation for discrete time models
- Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
- Minimizing \(L_ 1\) distance in nonparametric density estimation
- Estimation of a multivariate stochastic volatility density by kernel deconvolution
- 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
- On optimal kernel choice for deconvolution
- Nonparametric estimation for derivatives of compound distribution
- Practical bandwidth selection in deconvolution kernel density estimation
- Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance
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