Deconvolution problem of cumulative distribution function with heteroscedastic errors
From MaRDI portal
Publication:6134382
DOI10.1007/s42952-023-00203-wzbMath1516.62049OpenAlexW4317654028MaRDI QIDQ6134382
Cao Xuan Phuong, Le Thi Hong Thuy
Publication date: 25 July 2023
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42952-023-00203-w
deconvolutioncumulative distribution functionminimax optimal rateordinary smooth errorssupersmooth errors
Cites Work
- Unnamed Item
- Unnamed Item
- Adaptive deconvolution of linear functionals on the nonnegative real line
- On deconvolution of distribution functions
- On the optimal rates of convergence for nonparametric deconvolution problems
- Deconvolution of cumulative distribution function with unknown noise distribution
- Estimation of distributions, moments and quantiles in deconvolution problems
- Density estimation with heteroscedastic error
- Estimation of distribution functions in measurement error models
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- Minimax theory of estimation of linear functionals of the deconvolution density with or without sparsity
- Estimating smooth distribution function in the presence of heteroscedastic measurement errors
- Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model
- A Consistent Estimator of a Component of a Convolution
- Deconvolving kernel density estimators
- Estimation of the error probability density from replicate measurements on several items
- Handbook of Measurement Error Models
- Wavelet estimations for heteroscedastic super smooth errors
- On the meanL1-error in the heteroscedastic deconvolution problem with compactly supported noises
- Note on the inversion theorem
- Combinatorial methods in density estimation
This page was built for publication: Deconvolution problem of cumulative distribution function with heteroscedastic errors
