Deconvolution with supersmooth distributions
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Cites work
- A consistent nonparametric density estimator for the deconvolution problem
- Consistent deconvolution in density estimation
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- Nonparametric regression with errors in variables
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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
(77)- Integrated Square Error Asymptotics for Supersmooth Deconvolution
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
- Weak convergence of the supremum distance for supersmooth kernel deconvolution
- A family of kernels and their associated deconvolving kernels for normally distributed measurement errors
- 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
- Specification testing for errors-in-variables models
- Hazard rate estimation from associated and contaminated data: strong uniform consistency
- 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
- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Deconvolution for an atomic distribution
- Rates of convergence for nonparametric deconvolution
- Density estimation with replicate heteroscedastic measurements
- Iterative density estimation from contaminated observations
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- 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
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- Sharp minimaxity and spherical deconvolution for super-smooth error distributions
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- scientific article; zbMATH DE number 4011662 (Why is no real title available?)
- Spline Estimators of the Density Function of a Variable Measured with Error
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- Nonparametric inference for discretely sampled Lévy processes
- Density estimation in the presence of heteroscedastic measurement error of unknown type using phase function deconvolution
- On a deconvolution problem under competing risks
- Goodness-of-fit testing of error distribution in linear measurement error models
- Discrete-transform approach to deconvolution problems
- Data-driven boundary estimation in deconvolution problems
- A Laplace stochastic frontier model
- Estimation of varying coefficient models with measurement error
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- Nonparametric estimation of mixing densities for discrete distributions
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- Deconvolution with unknown error distribution
- Bayes and empirical Bayes estimation with errors in variables
- Optimal Rates of Convergence for Deconvolving a Density
- Conditional density estimation in measurement error problems
- Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
- Estimation of the mean residual life function in the presence of measurement errors
- New estimation for heteroscedastic single-index measurement error models
- Minimax optimal rates of convergence in monotone shuffled and unlinked regression models under vanishing noise
- Empirical geometry of multivariate data: a deconvolution approach.
- Estimating linear functionals in Poisson mixture models
- Kernel regression estimation with errors-in-variables for random fields
- Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one
- Optimal iterative density deconvolution
- Parametric deconvolution of positive spike trains.
- On empirical Bayes estimation in the location family
- Finite sample performance of deconvolving density estimators
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- Time-varying unobserved heterogeneity in earnings shocks
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- On optimal kernel choice for deconvolution
- Deconvolution of \(P(X<Y)\) with supersmooth error distributions
- Practical bandwidth selection in deconvolution kernel density estimation
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