On the optimal rates of convergence for nonparametric deconvolution problems
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Publication:806852
DOI10.1214/AOS/1176348248zbMATH Open0729.62033OpenAlexW2067994512WikidataQ54065932 ScholiaQ54065932MaRDI QIDQ806852FDOQ806852
Authors: Jianqing Fan 
Publication date: 1991
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348248
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optimal rates of convergenceFourier transformationdeconvolution kernel density estimatorsestimation of distributionsmoothness of error distributions
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Compound decision problems in statistical decision theory (62C25)
Cited In (only showing first 100 items - show all)
- Adaptive Gaussian inverse regression with partially unknown operator
- A General Approach to Nonparametric Empirical Bayes Estimation
- Bivariate kernel deconvolution with panel data
- Nonparametric estimation of the mixing density using polynomials
- Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
- Estimating the support of multivariate densities under measurement error
- Adaptive estimation of linear functionals in the convolution model and applications
- Risk hull method and regularization by projections of ill-posed inverse problems
- Penalized contrast estimator for adaptive density deconvolution
- On general consistency in deconvolution mode estimation
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- QUANTILE REGRESSION WITH MISMEASURED COVARIATES
- Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
- Deconvolution for an atomic distribution
- Rates of convergence for nonparametric deconvolution
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- Optimal classification and nonparametric regression for functional data
- Density estimation with replicate heteroscedastic measurements
- Density estimation with heteroscedastic error
- A note on deconvolution density estimation
- On deconvolution with repeated measurements
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- Methodology and convergence rates for functional linear regression
- Compound decision theory and empirical Bayes methods
- Nonparametric estimation for Lévy processes from low-frequency observations
- Manifold estimation and singular deconvolution under Hausdorff loss
- Conditionally independent private information in OCS wildcat auctions
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Nonparametric adaptive estimation for pure jump Lévy processes
- Nonparametric inference for discretely sampled Lévy processes
- Convergence of latent mixing measures in finite and infinite mixture models
- Nonparametric estimation for a class of Lévy processes
- Multiple testing of composite null hypotheses in heteroscedastic models
- Hypothesis testing by convex optimization
- Adaptive deconvolution of linear functionals on the nonnegative real line
- Smooth backfitting in additive inverse regression
- Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators
- Penalized minimum‐distance estimates in finite mixture models
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Data driven smooth test for contaminated data
- Adaptive density estimation in the pile-up model involving measurement errors
- Lower bound in regression for functional data by representation of small ball probabilities
- Empirical estimation of \(d\)-risks at distinguishing one-sided hypotheses
- On deconvolution of distribution functions
- Nonparametric estimation for stochastic differential equations with random effects
- A ridge-parameter approach to deconvolution
- Adaptive Laguerre density estimation for mixed Poisson models
- On optimal uniform deconvolution
- Nonparametric estimation of mixing densities for discrete distributions
- Optimal Rates of Convergence for Deconvolving a Density
- Bayes and empirical Bayes estimation with errors in variables
- Deconvolution of cumulative distribution function with unknown noise distribution
- Deconvolution with unknown error distribution
- Weyl eigenvalue asymptotics and sharp adaptation on vector bundles
- Uniform distribution width estimation from data observed with Laplace additive error
- Conditional density estimation with covariate measurement error
- Robust and consistent estimation of nonlinear errors-in-variables models
- Optimal change-point estimation from indirect observations
- Isotonic inverse estimators for nonparametric deconvolution
- Direct deconvolution density estimation of a mixture distribution motivated by mutation effects distribution
- Boundary bias correction for nonparametric deconvolution
- On the effect of misspecifying the error density in a deconvolution problem
- Wavelet density estimators for the deconvolution of a component from a mixture
- Estimating linear functionals in Poisson mixture models
- Optimal spherical deconvolution
- Anisotropic adaptive kernel deconvolution
- Data-driven density estimation in the presence of additive noise with unknown distribution
- Smooth backfitting for errors-in-variables additive models
- Variable selection in measurement error models
- Minimax fast rates for discriminant analysis with errors in variables
- The Stein hull
- An alternative local polynomial estimator for the error-in-variables problem
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error
- A Bayesian Time-Varying Coefficient Model for Multitype Recurrent Events
- Functional deconvolution in a periodic setting: uniform case
- Tikhonov's regularization to the deconvolution problem
- On convergence rates equivalency and sampling strategies in functional deconvolution models
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- Additive inverse regression models with convolution-type operators
- Nonparametric Estimation of the Conditional Mode with Errors-In-Variables: Strong Consistency for Mixing Processes
- Sharp adaptation for spherical inverse problems with applications to medical imaging
- Empirical likelihood for partly linear models with errors in all variables
- Convergence and error propagation results on a linear iterative unfolding method
- Practical bandwidth selection in deconvolution kernel density estimation
- Local bandwidth selectors for deconvolution kernel density estimation
- Supermix: sparse regularization for mixtures
- Local indirect least squares and average marginal effects in nonseparable structural systems
- Support estimation via moment estimation in presence of noise
- Measurement error and deconvolution in spaces of generalized functions
- Pointwise deconvolution with unknown error distribution
- Nonparametric estimation of additive models with errors-in-variables
- Density deconvolution in the circular structural model
- Wavelet estimation of a density in a GARCH-type model
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Supersmooth density estimations over \(L^p\) risk by wavelets
- Data-driven deconvolution
- Iterative density estimation from contaminated observations
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