Deconvolving kernel density estimators

From MaRDI portal
Publication:3473964

DOI10.1080/02331889008802238zbMath0697.62035OpenAlexW1969946615MaRDI QIDQ3473964

Leonard A. Stefanski, Raymond J. Carroll

Publication date: 1990

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889008802238



Related Items

Deconvolution with unknown noise distribution is possible for multivariate signals, Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables, Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors, Moment adjusted imputation for multivariate measurement error data with applications to logistic regression, Hazard estimation with censoring and measurement error: application to length of pregnancy, Bootstrap bandwidth selection in kernel density estimation from a contaminated sample, Consistency of a recursive estimate of mixing distributions, Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors, Smooth backfitting in additive inverse regression, A deconvolution path for mixtures, Estimating multivariate density and its derivatives for mixed measurement error data, Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution, On lower bounds for errors of prior density estimators, Empirical estimation of \(d\)-risks at distinguishing one-sided hypotheses, Iterative density estimation from contaminated observations, Asymptotic normality of the deconvolution kernel density estimator based on independent right censored data, Nonparametric regression with errors in variables and applications, Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography, Uniform distribution width estimation from data observed with Laplace additive error, Empirical likelihood for partially linear errors-in-variables models with longitudinal data, Density testing in a contaminated sample, Deconvolving a density from contaminated dependent observations, Estimation of varying coefficient models with measurement error, Probability density estimation with surrogate data and validation sample, Finite sample performance of deconvolving density estimators, Bayes and empirical Bayes estimation with errors in variables, A note on deconvolution density estimation, On general consistency in deconvolution mode estimation, Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise., Kernel regression estimation with errors-in-variables for random fields, Recursive identification of errors-in-variables Wiener-Hammerstein systems, A note on wavelet density deconvolution for weakly dependent data, Robust multivariate density estimation under Gaussian noise, Moderate deviations for some nonparametric estimators with errors in variables, Density estimation with replicate heteroscedastic measurements, Density deconvolution for generalized skew-symmetric distributions, Laplace deconvolution with noisy observations, Nonparametric deconvolution problem for dependent sequences, Density deconvolution in a two-level heteroscedastic model with unknown error density, Deconvolution for the Wasserstein metric and geometric inference, On the performance of weighted bootstrapped kernel deconvolution density estimators, Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations, Deconvolution kernel estimator for mean transformation with ordinary smooth error., Point-wise wavelet estimation in the convolution structure density model, Empirical likelihood for the parametric part in partially linear errors-in-function models, Simulation extrapolation estimation in parametric models with Laplace measurement error, Density deconvolution in a non-standard case of heteroscedastic noises, Conditional density estimation in measurement error problems, Oracle inequalities and adaptive estimation in the convolution structure density model, Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables, Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems, Adaptive density estimation in deconvolution problems with unknown error distribution, Theoretical aspects of ill-posed problems in statistics, Nonparametric specification tests for stochastic volatility models based on volatility density, Penalized empirical likelihood for partially linear errors-in-variables models, Density deconvolution from repeated measurements without symmetry assumption on the errors, Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models, Adaptive estimation of marginal random-effects densities in linear mixed-effects models, Optimal bandwidth selection for multivariate kernel deconvolution density estimation, Robust nonparametric function estimation for errors-in-variables models, Anisotropic multivariate deconvolution using projection on the Laguerre basis, Estimation of distributions, moments and quantiles in deconvolution problems, Weak convergence of the supremum distance for supersmooth kernel deconvolution, Practical bandwidth selection in deconvolution kernel density estimation, Data-driven boundary estimation in deconvolution problems, Strong consistency and rates for deconvolution of multivariate densities of stationary processes, Empirical likelihood for partly linear models with errors in all variables, Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes, Direct estimation of linear functionals from indirect noisy observations, Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems, Density estimation from aggregate data, On optimal uniform deconvolution, Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method, Conditional density estimation with covariate measurement error, Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses, Methodology and convergence rates for functional linear regression, Nonparametric adaptive estimation for grouped data, Uniform confidence bands in deconvolution with unknown error distribution, Density estimation with heteroscedastic error, On testing for local monotonicity in deconvolution problems, A survey of nonparametric mixing density estimation via the predictive recursion algorithm, Smooth backfitting for errors-in-variables additive models, Goodness-of-fit testing of error distribution in linear measurement error models, Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation, Consistent and rate-optimal density estimation from heteroscedastic data groups, Log-density estimation in linear inverse problems, Local bandwidth selectors for deconvolution kernel density estimation, Rates of convergence of some estimators in a class of deconvolution problems, Deconvolution boundary kernel method in nonparametric density estimation, Estimating a concave distribution function from data corrupted with additive noise, Kernel and pseudokernel estimators for the a priori density of a multivariate parameter, Asymptotic behaviour of the predictive density in the exchangeable case, Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators, Density deconvolution under a \(k\)-monotonicity constraint, Adaptive wavelet estimator for nonparametric density deconvolution, Measurement error models: from nonparametric methods to deep neural networks, Empirical geometry of multivariate data: a deconvolution approach., Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error, Least squares cross-validation for the kernel deconvolution density estimator, Deconvolving multidimensional density from partially contaminated observations, Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error, On anL1Consistent Wavelet Density Estimator for the Deconvolution Problem, Quantile regression modeling of latent trajectory features with longitudinal data, On a deconvolution problem under competing risks, A note on a fixed-point method for deconvolution, Dual Model Misspecification in Generalized Linear Models with Error in Variables, The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution, On empirical Bayes estimation in the location family, Data-driven deconvolution, Recursive identification of errors-in-variables Wiener systems, Spline Estimators of the Density Function of a Variable Measured with Error, Shape-restricted nonparametric regression with overall noisy measurements, Convergence and Error Propagation Results on a Linear Iterative Unfolding Method, Smooth Plug-in Inverse Estimators in the Current Status Continuous Mark Model, Density Deconvolution With Additive Measurement Errors Using Quadratic Programming, NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES, Optimal convergence rates for density estimation from grouped data, Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary, Deconvolution Methods for Non-Parametric Inference in two-level Mixed Models, A consistent nonparametric density estimator for the deconvolution problem, Estimation on semi-functional linear errors-in-variables models, Unnamed Item, Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models, A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables, An empirical bayes solution to the best–choice problem, NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS, Estimation of the mean residual life function in the presence of measurement errors, Gaussian deconvolution via differentiation, Deconvolution with supersmooth distributions, Endpoint estimation for observations with normal measurement errors, On dealing with the unknown population minimum in parametric inference, Estimating the Upper Support Point in Deconvolution, On deconvolution with repeated measurements, Deconvolution from panel data with unknown error distribution, Deconvolution for an atomic distribution, Unnamed Item, Global uniform risk bounds for wavelet deconvolution estimators, An alternative local polynomial estimator for the error-in-variables problem, Deconvolving compactly supported densities, Additive inverse regression models with convolution-type operators, Bivariate deconvolution with SIMEX: an application to mapping Alaska earthquake density, Invariance principles for deconvoluting kernel density estimation, Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities, t-Type corrected-loss estimation for error-in-variable model, Robust errors-in-variables linear regression via Laplace distribution, Estimating smooth distribution function in the presence of heteroscedastic measurement errors, Wavelet optimal estimations for a density with some additive noises, Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation, B-Spline deconvolution based on the Em algorithm, A ridge-parameter approach to deconvolution, On the meanL1-error in the heteroscedastic deconvolution problem with compactly supported noises, A kernel type nonparametric density estimator for decompounding, Nonparametric estimation in econometrics, Testing the suitability of polynomial models in errors-in-variables problems, Accelerated convergence for nonparametric regression with coarsened predictors, Nonparametric volatility density estimation for discrete time models, A SPECTRAL METHOD FOR DECONVOLVING A DENSITY, Deconvolution of supersmooth densities with smooth noise, Optimal iterative density deconvolution, Multiple Testing of Composite Null Hypotheses in Heteroscedastic Models, Deconvolution Estimation of Onset of Pregnancy with Replicate Observations, Unnamed Item, Nonparametric density estimation from data with a mixture of Berkson and classical errors, Tikhonov’s Regularization to the Deconvolution Problem, Adaptive Gaussian Inverse Regression with Partially Unknown Operator, On the effect of misspecifying the error density in a deconvolution problem, On optimal estimation of the mode in nonparametric deconvolution problems, Deconvolution with arbitrarily smooth kernels, Uniform confidence bands for nonparametric errors-in-variables regression, On optimal kernel choice for deconvolution, Estimating the support of multivariate densities under measurement error, Intensity Estimation for Spatial Point Processes Observed with Noise, Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance, Finite sample penalization in adaptive density deconvolution, Root-\(T\) consistent density estimation in GARCH models, Plug-in L2-upper error bounds in deconvolution, for a mixing density estimate in Rd and for its derivatives, via the L1-error for the mixture, Nonparametric Kernel Methods with Errors-in-Variables: Constructing Estimators, Computing them, and Avoiding Common Mistakes, Nonparametric estimation for derivatives of compound distribution, On estimation of a density function in multiplicative censoring, Semiparametric Density Deconvolution, Inference on distribution functions under measurement error, Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size, ON A STRONGLY CONSISTENT WAVELET DENSITY ESTIMATOR FOR THE DECONVOLUTION PROBLEM, The non parametric regression estimate with dependent measurement errors, A family of kernels and their associated deconvolving kernels for normally distributed measurement errors, Kernel estimations for multivariate density functional with bootstrap, Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem, Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution, Consistent deconvolution in density estimation, A pointwise lower bound for generalized deconvolution density estimation, Estimation in linear regression with Laplace measurement error using Tweedie-type formula, Support estimation via moment estimation in presence of noise, Comment: Minimalist \(g\)-modeling, Penalized contrast estimator for adaptive density deconvolution, Multivariate regression estimation with errors-in-variables for stationary processes, Empirical likelihood inference for parameters in a partially linear errors-in-variables model, Ridge-parameter regularization to deconvolution problem with unknown error distribution, Estimating mixing density from a system of observations, Nonparametric estimation of random-effects densities in linear mixed-effects model, Iterative kernel density estimation from noisy-dependent observations, Density estimation for circular data observed with errors, Spline regression for hazard rate estimation when data are censored and measured with error, Kernel regression for errors-in-variables problems in the circular domain, Nonparametric estimation of additive models with errors-in-variables, Deconvolution problem of cumulative distribution function with heteroscedastic errors, Density deconvolution with associated stationary data., Revisiting consistency of a recursive estimator of mixing distributions, A Particle Method for Solving Fredholm Equations of the First Kind, Generalized deconvolution estimation by multiwavelets, Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates, A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions, Bandwidth selection for nonparametric regression with errors-in-variables



Cites Work