Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
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Publication:4672168
DOI10.1111/1467-9868.00366zbMATH Open1067.62034OpenAlexW2088979197MaRDI QIDQ4672168FDOQ4672168
Authors: Aurore Delaigle, Irène Gijbels 
Publication date: 29 April 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00366
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Characteristic functionDeconvolutionKernel density estimationErrors in variablesIntegrated squared derivativesNormal reference rulePlug-in bandwidth selection
Cites Work
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- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
- Rates of convergence of some estimators in a class of deconvolution problems
- Estimation of integrated squared density derivatives
- Finite sample performance of deconvolving density estimators
Cited In (37)
- Parametrically assisted nonparametric estimation of a density in the deconvolution problem
- On general consistency in deconvolution mode estimation
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Bias and Mean Square Error of the Sample Roots Under the Contaminated Gaussian Model
- 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
- Testing the suitability of polynomial models in errors-in-variables problems
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
- Regression quantiles with errors-in-variables
- On deconvolution with repeated measurements
- Methodology and convergence rates for functional linear regression
- A deconvolution path for mixtures
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- Non-Parametric Inference for Clustered Binary and Count Data when Only Summary Information is Available
- Nonparametric confidence intervals for the integral of a function of an unknown density
- Estimating the False Discovery Rate Using Nonparametric Deconvolution
- A mixed model approach to measurement error in semiparametric regression
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
- Root \(n\) estimates of vectors of integrated density partial derivative functionals
- Data-driven boundary estimation in deconvolution problems
- A ridge-parameter approach to deconvolution
- Deconvolution boundary kernel method in nonparametric density estimation
- Conditional density estimation with covariate measurement error
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- Estimation of integrated squared spectral density derivatives
- Using non-stochastic terms to advantage in kernel-based estimation of integrated squared density derivatives
- Measurement errors in semi-parametric generalised regression models
- Deconvolving compactly supported densities
- Reducing the mean squared error of quantile-based estimators by smoothing
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error
- Estimation of density functionals via cross-validation
- Estimation of distributions, moments and quantiles in deconvolution problems
- Density testing in a contaminated sample
- Density deconvolution for generalized skew-symmetric distributions
- Practical bandwidth selection in deconvolution kernel density estimation
- Local bandwidth selectors for deconvolution kernel density estimation
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