Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
From MaRDI portal
Publication:2121424
DOI10.1007/s00184-021-00830-5zbMath1493.62177OpenAlexW3182972388MaRDI QIDQ2121424
Le Thi Hong Thuy, Cao Xuan Phuong, Vo Nguyen Tuyet Doan
Publication date: 4 April 2022
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-021-00830-5
Cites Work
- Unnamed Item
- Unnamed Item
- On deconvolution of distribution functions
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
- On the optimal rates of convergence for nonparametric deconvolution problems
- Deconvolution problems in nonparametric statistics
- Finite sample performance of deconvolving density estimators
- Adaptive wavelet estimator for nonparametric density deconvolution
- Estimation of distribution functions in measurement error models
- Anisotropic adaptive kernel deconvolution
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- Density deconvolution with small Berkson errors
- A ridge-parameter approach to deconvolution
- On optimal kernel choice for deconvolution
- Nonparametric Kernel Methods with Errors-in-Variables: Constructing Estimators, Computing them, and Avoiding Common Mistakes
- A Consistent Estimator of a Component of a Convolution
- Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem
- Penalized contrast estimator for adaptive density deconvolution
- Deconvolving kernel density estimators
- Optimal Rates of Convergence for Deconvolving a Density
- Deconvolution of a Distribution Function
- Nonparametric Prediction in Measurement Error Models
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Measurement Error in Nonlinear Models
- Are There Two Regressions?
- Note on the inversion theorem
- Fourier Transforms. (AM-19)
- Combinatorial methods in density estimation
