On the optimal rates of convergence for nonparametric deconvolution problems
From MaRDI portal
Publication:806852
Recommendations
Cited in
(only showing first 100 items - show all)- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
- Deconvolution with unknown noise distribution is possible for multivariate signals
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
- Supermix: sparse regularization for mixtures
- Minimax estimation for mixtures of Wishart distributions
- Rates of convergence of some estimators in a class of deconvolution problems
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling
- Nonparametric estimation of the measurement error model using multiple indicators.
- Estimation in linear regression with Laplace measurement error using Tweedie-type formula
- Goodness-of-fit testing the error distribution in multivariate indirect regression
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Test and asymptotic normality for mixed bivariate measure
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Generalized likelihood‐ratio test of the number of components in finite mixture models
- Adaptive Gaussian inverse regression with partially unknown operator
- A Note on Support Vector Density Estimation for the Deconvolution Problem
- Parametric hypothesis tests for exponentiality under multiplicative distortion measurement errors data
- Local indirect least squares and average marginal effects in nonseparable structural systems
- Nonparametric regression with errors in variables and applications
- Self-consistent density estimation in the presence of errors-in-variables
- A General Approach to Nonparametric Empirical Bayes Estimation
- Nonparametric estimation of the mixing density using polynomials
- Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
- Bivariate kernel deconvolution with panel data
- Consistent density deconvolution under partially known error distribution
- Deconvolution for an atomic distribution: rates of convergence
- Support estimation via moment estimation in presence of noise
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- Optimal rates of convergence for nonparametric statistical inverse problems
- Point-wise wavelet estimation in the convolution structure density model
- Adaptive circular deconvolution by model selection under unknown error distribution
- Estimating smooth distribution function in the presence of heteroscedastic measurement errors
- Adaptive quantile estimation in deconvolution with unknown error distribution
- On Convergence Rates in Nonparametric Problems
- Adaptive and optimal pointwise deconvolution density estimations by wavelets
- Density deconvolution with associated stationary data.
- Estimating the support of multivariate densities under measurement error
- A note on asymptotic normality of convergent estimates of the conditional mode with errors-in-variables
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation
- Measurement error and deconvolution in spaces of generalized functions
- Adaptive estimation of linear functionals in the convolution model and applications
- Pointwise deconvolution with unknown error distribution
- Risk hull method and regularization by projections of ill-posed inverse problems
- Deconvolution kernel estimator for mean transformation with ordinary smooth error.
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
- Density deconvolution in the circular structural model
- Estimation and inference in semi-functional partially linear measurement error models
- Density deconvolution in a non-standard case of heteroscedastic noises
- Deconvolution from panel data with unknown error distribution
- Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities
- Invariance principles for deconvoluting kernel density estimation
- Minimax and Bayes estimation in deconvolution problem
- Penalized contrast estimator for adaptive density deconvolution
- Testing for lack of fit in inverse regression-with applications to biophotonic imaging
- Density deconvolution based on wavelets with bounded supports
- New adaptive strategies for nonparametric estimation in linear mixed models
- On general consistency in deconvolution mode estimation
- Global rate results for the MLE in a class of deconvolution models
- Nonparametric estimation of additive models with errors-in-variables
- Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials
- A unified treatment of direct and indirect estimation of a probability density and its derivatives
- Hazard estimation with censoring and measurement error: application to length of pregnancy
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
- Estimation of convolution in the model with noise
- Parametrically assisted nonparametric estimation of a density in the deconvolution problem
- Oracle inequalities and adaptive estimation in the convolution structure density model
- A uniform central limit theorem and efficiency for deconvolution estimators
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- QUANTILE REGRESSION WITH MISMEASURED COVARIATES
- Wavelet estimation of a density in a GARCH-type model
- Convolution without independence
- Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
- Deconvolution methods for non-parametric inference in two-level mixed models
- Deconvolution for an atomic distribution
- NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
- Estimation of convex supports from noisy measurements
- Uniform consistency in nonparametric mixture models
- Anisotropic spectral cut-off estimation under multiplicative measurement errors
- Supersmooth density estimations over \(L^p\) risk by wavelets
- Policy Optimization Using Semiparametric Models for Dynamic Pricing
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
- Optimal classification and nonparametric regression for functional data
- Rates of convergence for nonparametric deconvolution
- Exploring the Information in p‐Values for the Analysis and Planning of Multiple‐Test Experiments
- Can we trust the bootstrap in high-dimensions? The case of linear models
- The joy of proofs in statistical research
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Density estimation with replicate heteroscedastic measurements
- Fitting a line segment to noisy data
- Density estimation with heteroscedastic error
- Hermite density deconvolution
- On local uniformity for estimators and confidence limits
- Data-driven deconvolution
- Wavelet estimations for densities and their derivatives with Fourier oscillating noises
- Robust estimation of generalized linear models with measurement errors.
- Iterative density estimation from contaminated observations
- Semiparametric density deconvolution
This page was built for publication: On the optimal rates of convergence for nonparametric deconvolution problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q806852)
