On the effect of estimating the error density in nonparametric deconvolution
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Cites work
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Cited in
(95)- Deconvolution density estimation on Lie groups without auxiliary data
- Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Adaptive Gaussian inverse regression with partially unknown operator
- Estimation of the jump size density in a mixed compound Poisson process
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- Low Order Approximations in Deconvolution and Regression with Errors in Variables
- Bivariate kernel deconvolution with panel data
- Consistent density deconvolution under partially known error distribution
- Nonparametric regression on Lie groups with measurement errors
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- Adaptive circular deconvolution by model selection under unknown error distribution
- Adaptive quantile estimation in deconvolution with unknown error distribution
- Estimating the support of multivariate densities under measurement error
- Pointwise deconvolution with unknown error distribution
- Deconvolution from panel data with unknown error distribution
- Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities
- New adaptive strategies for nonparametric estimation in linear mixed models
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Estimation of convolution in the model with noise
- Parametrically assisted nonparametric estimation of a density in the deconvolution problem
- A uniform central limit theorem and efficiency for deconvolution estimators
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Density estimation with heteroscedastic error
- Multiplicative deconvolution under unknown error distribution
- Iterative density estimation from contaminated observations
- Semiparametric density deconvolution
- Adaptive estimation in circular functional linear models
- Fast nonparametric estimation for convolutions of densities
- Bayesian semiparametric multivariate density deconvolution
- Bivariate deconvolution with SIMEX: an application to mapping Alaska earthquake density
- On deconvolution with repeated measurements
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- Blockwise SVD with error in the operator and application to blind deconvolution
- Uniform confidence bands for nonparametric errors-in-variables regression
- Adaptivity in convolution models with partially known noise distribution
- Nonparametric adaptive estimation for grouped data
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- Nonparametric adaptive estimation for pure jump Lévy processes
- A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes
- Nonparametric inference for discretely sampled Lévy processes
- An inverse problem for infinitely divisible moving average random fields
- Density estimation in the presence of heteroscedastic measurement error of unknown type using phase function deconvolution
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Ridge-parameter regularization to deconvolution problem with unknown error distribution
- Non parametric deconvolution of cumulative distribution function from repeated observations with unknown noise distribution
- Adaptive deconvolution of linear functionals on the nonnegative real line
- Nonparametric Quantile Regression and Uniform Inference with Unknown Error Distribution
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Sparse covariance matrix estimation in high-dimensional deconvolution
- Error Analysis of Coefficient-Based Regularized Algorithm for Density-Level Detection
- Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
- A ridge-parameter approach to deconvolution
- Deconvolution of cumulative distribution function with unknown noise distribution
- Deconvolution with unknown error distribution
- Uniform confidence bands in deconvolution with unknown error distribution
- Conditional density estimation in measurement error problems
- Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown
- Nonparametric estimation for irregularly sampled Lévy processes
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- Deconvolution Estimation of Onset of Pregnancy with Replicate Observations
- Multiscale density estimation with errors in variables
- On the effect of misspecifying the error density in a deconvolution problem
- Boundary bias correction for nonparametric deconvolution
- Estimating linear functionals in Poisson mixture models
- Adaptive minimax-optimal Wasserstein deconvolution with unknown error distributions
- Deconvolving compactly supported densities
- Anisotropic adaptive kernel deconvolution
- Deconvolution for the Wasserstein metric and geometric inference
- Deconvolution of repeated measurements corrupted by unknown noise
- Optimal iterative density deconvolution
- Data-driven density estimation in the presence of additive noise with unknown distribution
- Density deconvolution in a two-level heteroscedastic model with unknown error density
- Inference on distribution functions under measurement error
- Time-varying unobserved heterogeneity in earnings shocks
- Fast nonparametric maximum likelihood density deconvolution using Bernstein polynomials
- Deconvolution of ℙ( X < Y ) from repeated data samples with unknown noise distributions
- Laguerre deconvolution with unknown matrix operator
- Adaptive nonparametric estimation for Lévy processes observed at low frequency
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- A deconvolution approach to estimation of a common shape in a shifted curves model
- Deconvolution of ℙ(X<Y) with unknown error distributions
- Estimation of distributions, moments and quantiles in deconvolution problems
- Minimax rates for Wasserstein deconvolution of regular distributions with ordinary smooth errors
- Quantile estimation for Lévy measures
- A note on a fixed-point method for deconvolution
- Practical bandwidth selection in deconvolution kernel density estimation
- Density deconvolution for generalized skew-symmetric distributions
- Bayesian inverse problems with unknown operators
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
- Nonparametric estimations for the cumulative distribution functions of random effects in a linear mixed-effects model
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding
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