Hermite density deconvolution
From MaRDI portal
Publication:5114797
Recommendations
- Penalized contrast estimator for adaptive density deconvolution
- Finite sample penalization in adaptive density deconvolution
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
- Adaptive density deconvolution with dependent inputs
- Adaptive wavelet estimator for nonparametric density deconvolution
Cites work
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- scientific article; zbMATH DE number 3319139 (Why is no real title available?)
- Adaptive Deconvolution on the Non‐negative Real Line
- Adaptive density deconvolution with dependent inputs
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Adaptive wavelet estimator for nonparametric density deconvolution
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- An Inequality for Hermite Polynomials
- Concentration around the mean for maxima of empirical processes
- Data-driven density estimation in the presence of additive noise with unknown distribution
- Deconvolution of supersmooth densities with smooth noise
- Deconvolution problems in nonparametric statistics
- Laguerre and Hermite bases for inverse problems
- Mean Convergence of Expansions in Laguerre and Hermite Series
- New concentration inequalities in product spaces
- On Talagrand's deviation inequalities for product measures
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Sharp Optimality in Density Deconvolution with Dominating Bias. II
- Sobolev spaces associated to the harmonic oscillator
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
Cited in
(10)- Hermite expansion and estimation of monotonic transformations of Gaussian data
- Penalized contrast estimator for adaptive density deconvolution
- Hermite regression estimation in noisy convolution model
- Rejoinder: Confidence Intervals for Nonparametric Empirical Bayes Analysis
- Non compact estimation of the conditional density from direct or noisy data
- Adaptive density deconvolution with dependent inputs
- Finite sample penalization in adaptive density deconvolution
- Nonparametric multiple regression by projection on non-compactly supported bases
- Anisotropic multivariate deconvolution using projection on the Laguerre basis
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
This page was built for publication: Hermite density deconvolution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5114797)
