Adaptive density estimation in deconvolution problems with unknown error distribution
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Publication:485934
DOI10.1214/14-EJS976zbMATH Open1308.62074MaRDI QIDQ485934FDOQ485934
Authors: Johanna Kappus, Gwennaëlle Mabon 
Publication date: 14 January 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1420726194
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Cites Work
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- Deconvolution of supersmooth densities with smooth noise
- Adaptive quantile estimation in deconvolution with unknown error distribution
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Adaptive circular deconvolution by model selection under unknown error distribution
- Deconvolution from panel data with unknown error distribution
- Adaptive nonparametric estimation for Lévy processes observed at low frequency
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- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Deconvolution Estimation of Onset of Pregnancy with Replicate Observations
- Finite sample penalization in adaptive density deconvolution
Cited In (29)
- Adaptive quantile estimation in deconvolution with unknown error distribution
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Nonparametric regression on Lie groups with measurement errors
- Adaptive circular deconvolution by model selection under unknown error distribution
- Penalized contrast estimator for adaptive density deconvolution
- New adaptive strategies for nonparametric estimation in linear mixed models
- Estimation of convolution in the model with noise
- Anisotropic spectral cut-off estimation under multiplicative measurement errors
- Hermite density deconvolution
- Adaptive wavelet estimator for nonparametric density deconvolution
- Nonparametric adaptive estimation for grouped data
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Adaptive deconvolution of linear functionals on the nonnegative real line
- Sparse covariance matrix estimation in high-dimensional deconvolution
- Estimation of varying coefficient models with measurement error
- Non compact estimation of the conditional density from direct or noisy data
- Deconvolution of cumulative distribution function with unknown noise distribution
- Deconvolution with unknown error distribution
- Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown
- Finite sample penalization in adaptive density deconvolution
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Smooth backfitting for errors-in-variables additive models
- Recovering Latent Variables by Matching
- Robust multivariate density estimation under Gaussian noise
- Laguerre deconvolution with unknown matrix operator
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- A note on a fixed-point method for deconvolution
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding
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