Deconvolution from panel data with unknown error distribution
From MaRDI portal
Publication:2426739
DOI10.1016/j.jmva.2006.09.012zbMath1206.62063OpenAlexW1979902067MaRDI QIDQ2426739
Publication date: 23 April 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2006.09.012
Related Items (26)
Deconvolution with unknown error distribution ⋮ Consistent density deconvolution under partially known error distribution ⋮ Estimation of convolution in the model with noise ⋮ Nonparametric identification and estimation of heterogeneous causal effects under conditional independence ⋮ Dispersal density estimation across scales ⋮ Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data ⋮ Density estimation with replicate heteroscedastic measurements ⋮ Adaptive circular deconvolution by model selection under unknown error distribution ⋮ Density deconvolution in a two-level heteroscedastic model with unknown error density ⋮ Bivariate deconvolution with SIMEX: an application to mapping Alaska earthquake density ⋮ Self-consistent density estimation in the presence of errors-in-variables ⋮ Adaptive density estimation in deconvolution problems with unknown error distribution ⋮ Density deconvolution from repeated measurements without symmetry assumption on the errors ⋮ Adaptive estimation of marginal random-effects densities in linear mixed-effects models ⋮ A simple approach to quantile regression for panel data ⋮ A SPECTRAL METHOD FOR DECONVOLVING A DENSITY ⋮ Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems ⋮ Uniform confidence bands in deconvolution with unknown error distribution ⋮ Multiscale density estimation with errors in variables ⋮ Adaptive quantile estimation in deconvolution with unknown error distribution ⋮ Consistent and rate-optimal density estimation from heteroscedastic data groups ⋮ Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution ⋮ On linearization of nonparametric deconvolution estimators for repeated measurements model ⋮ Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution ⋮ Nonparametric regression on Lie groups with measurement errors ⋮ Nonparametric estimation of random-effects densities in linear mixed-effects model
Cites Work
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- Deconvolution-based score tests in measurement error models
- On the optimal rates of convergence for nonparametric deconvolution problems
- Geometrizing rates of convergence. II
- Nonparametric estimation of the measurement error model using multiple indicators.
- A unified approach to inversion problems in statistics
- Inference in components of variance models with low replication
- Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
- On characterizing the gamma and the normal distribution
- A consistent nonparametric density estimator for the deconvolution problem
- Deconvolving kernel density estimators
- Optimal Rates of Convergence for Deconvolving a Density
- On the Zeros and the Argument of a Characteristic Function
- On the effect of estimating the error density in nonparametric deconvolution
- Density Estimation for the Case of Supersmooth Measurement Error
- On inverse problems with unknown operators
- On the effect of misspecifying the error density in a deconvolution problem
- Consistent deconvolution in density estimation
- Semiparametric Estimation of Regression Models for Panel Data
- Selected Topics in Characteristic Functions
- Adaptive estimation for inverse problems with noisy operators
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Deconvolution from panel data with unknown error distribution