Bayesian Semiparametric Multivariate Density Deconvolution
DOI10.1080/01621459.2016.1260467zbMath1398.62083arXiv1404.6462OpenAlexW1447484397WikidataQ90762612 ScholiaQ90762612MaRDI QIDQ4690967
Abhra Sarkar, Antik Chakraborty, Debdeep Pati, Bani. K. Mallick, Raymond J. Carroll
Publication date: 23 October 2018
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.6462
regularizationB-splinesshrinkagemeasurement errorsmixture modelsconditional heteroscedasticitylatent factor analyzersmultivariate density deconvolution
Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation
- Interpretation and inference in mixture models: simple MCMC works
- Nonparametric estimation of the measurement error model using multiple indicators.
- Mixtures of factor analysers. Bayesian estimation and inference by stochastic simulation
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Anisotropic adaptive kernel deconvolution
- Finite mixture and Markov switching models.
- Inference with normal-gamma prior distributions in regression problems
- A Covariance Regression Model
- Mixtures
- Sparse Bayesian infinite factor models
- ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS
- Semiparametric Density Deconvolution
- Multivariate probability density deconvolution for stationary random processes
- A consistent nonparametric density estimator for the deconvolution problem
- Measurement Error
- The horseshoe estimator for sparse signals
- Density Estimation in the Presence of Heteroscedastic Measurement Error
- Optimal Rates of Convergence for Deconvolving a Density
- Deconvolution with supersmooth distributions
- Data-driven deconvolution
- On the effect of estimating the error density in nonparametric deconvolution
- Low Order Approximations in Deconvolution and Regression with Errors in Variables
- Consistent deconvolution in density estimation
- NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
- Dirichlet–Laplace Priors for Optimal Shrinkage
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
- Measurement Error in Nonlinear Models
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors