Deconvolving a density from contaminated dependent observations

DOI10.1007/BF01856539MaRDI QIDQ1915249zbMATH OpenOpenAlexFDO

Authors Christian H. Hesse

Publication date 21 August 1996

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01856539

zbMATH Keywords

rate of convergencedependenceidentifiabilityempirical characteristic functionlinear processcontaminationmarginal densitydeconvolution kernel density estimatorsalmost sure deconvolution rateserror characteristic function

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 4205634 (Why is no real title available?)
• scientific article; zbMATH DE number 3953945 (Why is no real title available?)
• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
• A consistent nonparametric density estimator for the deconvolution problem
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Central limit theorems for empirical measures
• Deconvolution with supersmooth distributions
• Deconvolving kernel density estimators
• Fourier methods for estimating mixing densities and distributions
• Gaussian deconvolution via differentiation
• Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
• Multivariate probability density deconvolution for stationary random processes
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• Nonparametric regression with errors in variables
• On errors-in-variables for binary regression models
• On the optimal rates of convergence for nonparametric deconvolution problems
• Optimal Rates of Convergence for Deconvolving a Density
• Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes
• Rates of convergence of some estimators in a class of deconvolution problems
• Robust Statistics
• Strong consistency and rates for deconvolution of multivariate densities of stationary processes
• The Empirical Bayes Approach to Statistical Decision Problems

Cited in

(7)

• Nonparametric regression with errors-in-all-variables
• Deconvolving multidimensional density from partially contaminated observations
• Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
• Data-driven deconvolution
• scientific article; zbMATH DE number 5770591 (Why is no real title available?)
• Deconvolving a density from partially contaminated observations
• Proportional trapping-removal models with contaminated data

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