Adaptive density estimation in deconvolution problems with unknown error distribution
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Publication:485934
DOI10.1214/14-EJS976zbMath1308.62074MaRDI QIDQ485934
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
deconvolutiondensity estimationadaptive estimationnonparametric methodsmean squared riskreplicate observations
Related Items (21)
A note on a fixed-point method for deconvolution ⋮ Deconvolution of cumulative distribution function with unknown noise distribution ⋮ Estimation of convolution in the model with noise ⋮ Adaptive deconvolution of linear functionals on the nonnegative real line ⋮ Estimation of varying coefficient models with measurement error ⋮ Sparse covariance matrix estimation in high-dimensional deconvolution ⋮ Recovering Latent Variables by Matching ⋮ Robust multivariate density estimation under Gaussian noise ⋮ Non compact estimation of the conditional density from direct or noisy data ⋮ Laguerre deconvolution with unknown matrix operator ⋮ New adaptive strategies for nonparametric estimation in linear mixed models ⋮ Density deconvolution from repeated measurements without symmetry assumption on the errors ⋮ Adaptive estimation of marginal random-effects densities in linear mixed-effects models ⋮ Deconvolution of a cumulative distribution function with some non-standard noise densities ⋮ Nonparametric adaptive estimation for grouped data ⋮ Smooth backfitting for errors-in-variables additive models ⋮ Unnamed Item ⋮ Adaptive procedure for Fourier estimators: application to deconvolution and decompounding ⋮ Parametric estimation of hidden Markov models by least squares type estimation and deconvolution ⋮ Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error ⋮ Nonparametric regression on Lie groups with measurement errors
Uses Software
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