Adaptive wavelet estimator for nonparametric density deconvolution
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Publication:1583899
DOI10.1214/AOS/1017939249zbMATH Open0962.62030OpenAlexW1517804326MaRDI QIDQ1583899FDOQ1583899
Authors: Marianna Pensky, Brani Vidakovic 
Publication date: 6 February 2001
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1017939249
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Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
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Cited In (only showing first 100 items - show all)
- A Note on Support Vector Density Estimation for the Deconvolution Problem
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Support estimation via moment estimation in presence of noise
- Bayesian inverse problems with non-conjugate priors
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- Wavelet estimation of a density in a GARCH-type model
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- Inverting noisy integral equations using wavelet expansions: a class of irregular convolutions
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- Iterative density estimation from contaminated observations
- Adaptive wavelet empirical Bayes estimation of a location or a scale parameter
- Wavelet optimal estimations for density functions under severely ill-posed noises
- Log density deconvolution by wavelet thresholding
- Global uniform risk bounds for wavelet deconvolution estimators
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
- Wavelet Deconvolution in a Periodic Setting
- Estimating a concave distribution function from data corrupted with additive noise
- Nonparametric adaptive estimation for grouped data
- Wavelet optimal estimations for a density with some additive noises
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model
- Penalized Projection Estimator for Volatility Density
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- Estimation of varying coefficient models with measurement error
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- Nonparametric estimation for stochastic differential equations with random effects
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- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
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- Point-wise wavelet estimation in the convolution structure density model
- Least squares type estimation of the transition density of a particular hidden Markov chain
- Adaptive and optimal pointwise deconvolution density estimations by wavelets
- Minimax and Bayes estimation in deconvolution problem
- Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities
- Density deconvolution in a non-standard case of heteroscedastic noises
- Estimation of convolution in the model with noise
- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- Hazard estimation with censoring and measurement error: application to length of pregnancy
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- A Bayesian Nonparametric Mixture Measurement Error Model With Application to Spatial Density Estimation Using Mobile Positioning Data With Multi-Accuracy and Multi-Coverage
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