Deconvolution with supersmooth distributions
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Publication:4021168
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Cites work
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- Optimal global rates of convergence for nonparametric regression
- 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
(74)- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- Bayesian semiparametric multivariate density deconvolution
- Empirical geometry of multivariate data: a deconvolution approach.
- Specification testing for errors-in-variables models
- Data-driven boundary estimation in deconvolution problems
- Deconvolving a density from contaminated dependent observations
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- Semiparametric density deconvolution
- Weak convergence of the supremum distance for supersmooth kernel deconvolution
- On optimal kernel choice for deconvolution
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
- Optimal deconvolution smoother
- Optimal iterative density deconvolution
- Goodness-of-fit testing of error distribution in linear measurement error models
- Finite sample performance of deconvolving density estimators
- Discrete-transform approach to deconvolution problems
- Deconvolution for an atomic distribution
- Deconvolution of supersmooth densities with smooth noise
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- On deconvolution of distribution functions
- Deconvolution boundary kernel method in nonparametric density estimation
- Bayes and empirical Bayes estimation with errors in variables
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- Kernel regression estimation with errors-in-variables for random fields
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- A Laplace stochastic frontier model
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- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Practical bandwidth selection in deconvolution kernel density estimation
- Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables
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- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- Iterative density estimation from contaminated observations
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
- Density estimation with replicate heteroscedastic measurements
- Deconvolution of \(P(X<Y)\) with supersmooth error distributions
- On optimal uniform deconvolution
- Partial deconvolution estimation in nonparametric regression
- Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
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- Nonparametric estimation of mixing densities for discrete distributions
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- Deconvolution from Fourier-oscillating error densities under decay and smoothness restrictions
- Estimating linear functionals in Poisson mixture models
- Nonparametric inference for discretely sampled Lévy processes
- A note on deconvolution density estimation
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
- Rates of convergence for nonparametric deconvolution
- Parametric deconvolution of positive spike trains.
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Adaptive circular deconvolution by model selection under unknown error distribution
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Deconvolution with arbitrarily smooth kernels
- Conditional density estimation in measurement error problems
- Estimation of varying coefficient models with measurement error
- Estimating smooth distribution function in the presence of heteroscedastic measurement errors
- Integrated Square Error Asymptotics for Supersmooth Deconvolution
- Time-varying unobserved heterogeneity in earnings shocks
- On a deconvolution problem under competing risks
- Plug-in \(L_2\)-upper error bounds in deconvolution, for a mixing density estimate in \(\mathbb{R}^d\) and for its derivatives, via the \(L_1\)-error for the mixture
- Estimation of the mean residual life function in the presence of measurement errors
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- New estimation for heteroscedastic single-index measurement error models
- A family of kernels and their associated deconvolving kernels for normally distributed measurement errors
- Spline Estimators of the Density Function of a Variable Measured with Error
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