Density deconvolution with associated stationary data.
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Cites work
- scientific article; zbMATH DE number 1022658 (Why is no real title available?)
- scientific article; zbMATH DE number 936511 (Why is no real title available?)
- A consistent nonparametric density estimator for the deconvolution problem
- A note on wavelet density deconvolution for weakly dependent data
- A ridge-parameter approach to deconvolution
- A spectral method for deconvolving a density
- Adaptive density deconvolution with dependent inputs
- Adaptive wavelet estimator for nonparametric density deconvolution
- Association of Random Variables, with Applications
- Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
- Asymptotics for associated random variables.
- Consistent deconvolution in density estimation
- Correlation inequalities on some partially ordered sets
- Deconvolution from Fourier-oscillating error densities under decay and smoothness restrictions
- Deconvolution problems in nonparametric statistics
- Deconvolving kernel density estimators
- Deconvolving multivariate kernel density estimates from contaminated associated observations
- Density estimation in the uniform deconvolution model
- Kernel-type density and failure rate estimation for associated sequences
- Multivariate probability density deconvolution for stationary random processes
- New dependence coefficients. Examples and applications to statistics
- Nonparametric function estimation under Fourier-oscillating noise
- Nonparametric volatility density estimation
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- On the convergence rate in the central limit theorem for associated processes
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Penalized contrast estimator for adaptive density deconvolution
- Sharp Optimality in Density Deconvolution with Dominating Bias. I
- Some Concepts of Dependence
- Some Limit Theorems for Random Functions. I
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- Tail dependence of random variables from ARCH and heavy-tailed bilinear models
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