Deconvolution of ℙ( X < Y ) from repeated data samples with unknown noise distributions
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Publication:6914149
Cites work
- Deconvolution from panel data with unknown error distribution
- Deconvolution of \(\mathbb{P}(X<Y)\) with compactly supported error densities
- Deconvolution of \(P(X<Y)\) with supersmooth error distributions
- Deconvolution of ℙ(X<Y) with unknown error distributions
- scientific article; zbMATH DE number 1924501 (Why is no real title available?)
- Measurement Error in Nonlinear Models
- Non parametric deconvolution of cumulative distribution function from repeated observations with unknown noise distribution
- Nonparametric estimation of \(\mathbb{P}(X<Y)\) from noisy data samples with non-standard error distributions
- Note on the inversion theorem
- On deconvolution with repeated measurements
- On the effect of estimating the error density in nonparametric deconvolution
- On the optimal rates of convergence for nonparametric deconvolution problems
- Variance components.
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