Deconvolution with supersmooth distributions

Fourier transforms nonparametric deconvolution simulation studies kernel density estimates minimax risks optimal global rates of convergence nonparametric Gaussian deconvolution supersmooth error distributions weighted Lp-loss

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

Optimal global rates of convergence for nonparametric regression
Deconvolving kernel density estimators
On the optimal rates of convergence for nonparametric deconvolution problems
Nonparametric regression with errors in variables
Fourier methods for estimating mixing densities and distributions
Consistent deconvolution in density estimation
A consistent nonparametric density estimator for the deconvolution problem
Rates of convergence of some estimators in a class of deconvolution problems
The estimation of a probability density function from measurements corrupted by Poisson noise (Corresp.)

Cited In (62)

Spline Estimators of the Density Function of a Variable Measured with Error
On a deconvolution problem under competing risks
Title not available (Why is that?)
New estimation for heteroscedastic single-index measurement error models
Plug-in L₂-upper error bounds in deconvolution, for a mixing density estimate in R^d and for its derivatives, via the L₁-error for the mixture
A family of kernels and their associated deconvolving kernels for normally distributed measurement errors
Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
On the performance of weighted bootstrapped kernel deconvolution density estimators
Self-consistent density estimation in the presence of errors-in-variables
Consistency and asymptotic normality for a nonparametric prediction under measurement errors
Adaptive circular deconvolution by model selection under unknown error distribution
Estimating smooth distribution function in the presence of heteroscedastic measurement errors
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
Invariance principles for deconvoluting kernel density estimation
Nonparametric estimation of additive models with errors-in-variables
Deconvolution from Fourier-oscillating error densities under decay and smoothness restrictions
Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
A unified treatment of direct and indirect estimation of a probability density and its derivatives
The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
Deconvolution for an atomic distribution
Density estimation with replicate heteroscedastic measurements
Iterative density estimation from contaminated observations
A note on deconvolution density estimation
Deconvolving a density from contaminated dependent observations
Optimal deconvolution smoother
Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
Nonparametric inference for discretely sampled Lévy processes
Goodness-of-fit testing of error distribution in linear measurement error models
A Laplace stochastic frontier model
Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
Deconvolution with arbitrarily smooth kernels
Estimation of varying coefficient models with measurement error
Data-driven boundary estimation in deconvolution problems
Asymptotic normality of the deconvolution kernel density estimator based on independent right censored data
A ridge-parameter approach to deconvolution
Semiparametric Density Deconvolution
Nonparametric estimation of mixing densities for discrete distributions
Deconvolution boundary kernel method in nonparametric density estimation
Bayes and empirical Bayes estimation with errors in variables
Deconvolution with unknown error distribution
Estimation of the mean residual life function in the presence of measurement errors
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
Conditional density estimation in measurement error problems
SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS
Estimating linear functionals in Poisson mixture models
Empirical geometry of multivariate data: a deconvolution approach.
Kernel regression estimation with errors-in-variables for random fields
Optimal iterative density deconvolution
On empirical Bayes estimation in the location family
Parametric deconvolution of positive spike trains.
Finite sample performance of deconvolving density estimators
Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables
Bayesian Semiparametric Multivariate Density Deconvolution
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
Time-varying unobserved heterogeneity in earnings shocks
Robust multivariate density estimation under Gaussian noise
Nonparametric estimation of mean-squared prediction error in nested-error regression models
Gaussian deconvolution via differentiation
On optimal kernel choice for deconvolution
Practical bandwidth selection in deconvolution kernel density estimation
Deconvolution of \(P(X<Y)\) with supersmooth error distributions
Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables

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