Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
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Publication:2802866
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- scientific article; zbMATH DE number 4028648 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 472955 (Why is no real title available?)
- scientific article; zbMATH DE number 236854 (Why is no real title available?)
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Cited in
(12)- A deconvolution path for mixtures
- STRATOS guidance document on measurement error and misclassification of variables in observational epidemiology. II: More complex methods of adjustment and advanced topics
- Estimation of survival and capture probabilities in open population capture-recapture models when covariates are subject to measurement error
- Non-parametric regression among factor scores: motivation and diagnostics for nonlinear structural equation models
- Conditional density estimation with covariate measurement error
- An alternative local polynomial estimator for the error-in-variables problem
- On expected error of randomized Nyström kernel regression
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Density estimation for circular data observed with errors
- Nonparametric regression on Lie groups with measurement errors
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
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