Adaptive deconvolution of linear functionals on the nonnegative real line
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Publication:313097
DOI10.1016/J.JSPI.2016.04.006zbMath1345.62064OpenAlexW2130544405MaRDI QIDQ313097
Publication date: 9 September 2016
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2016.04.006
deconvolutionlinear functionalsadaptive estimationnonparametric density estimationLaguerre basismean squared risk
Related Items (10)
Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion ⋮ Adaptive deconvolution of linear functionals on the nonnegative real line ⋮ Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion ⋮ A new efficient method for estimating the Gerber–Shiu function in the classical risk model ⋮ Estimation in nonparametric regression model with additive and multiplicative noise via Laguerre series ⋮ Nonparametric empirical Bayes estimation based on generalized Laguerre series ⋮ Deconvolution problem of cumulative distribution function with heteroscedastic errors ⋮ Linear functional estimation under multiplicative measurement error ⋮ Laguerre deconvolution with unknown matrix operator ⋮ Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion
Uses Software
Cites Work
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