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)
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Rates of convergence of some estimators in a class of deconvolution problems
- Nonparametric estimation of the measurement error model using multiple indicators.
- Minimax estimation for mixtures of Wishart distributions
- Nonparametric regression with errors in variables and applications
- Adaptive quantile estimation in deconvolution with unknown error distribution
- Consistent density deconvolution under partially known error distribution
- Adaptive circular deconvolution by model selection under unknown error distribution
- Estimating smooth distribution function in the presence of heteroscedastic measurement errors
- On Convergence Rates in Nonparametric Problems
- Optimal rates of convergence for nonparametric statistical inverse problems
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
- Testing for lack of fit in inverse regression-with applications to biophotonic imaging
- Deconvolution from panel data with unknown error distribution
- New adaptive strategies for nonparametric estimation in linear mixed models
- Global rate results for the MLE in a class of deconvolution models
- NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Deconvolution methods for non-parametric inference in two-level mixed models
- A uniform central limit theorem and efficiency for deconvolution estimators
- Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
- Wavelet estimations for densities and their derivatives with Fourier oscillating noises
- Robust estimation of generalized linear models with measurement errors.
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Testing the suitability of polynomial models in errors-in-variables problems
- Regression model checking with Berkson measurement errors
- Consistency of a recursive estimate of mixing distributions
- Sharp minimaxity and spherical deconvolution for super-smooth error distributions
- Stochastic approximation and Newton's estimate of a mixing distribution
- Global uniform risk bounds for wavelet deconvolution estimators
- Deconvolution density estimation on \(\text{SO}(N)\)
- On an empirical Bayes test for a normal mean.
- Semi-parametric estimation in the nonlinear structural errors-in-variables model
- Rates of convergence of empirical Bayes tests for a normal mean
- Inference in components of variance models with low replication
- On the lower bounds for mean square error of empirical Bayes estimators
- Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary
- Estimating a concave distribution function from data corrupted with additive noise
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model
- Statistical inference for fixed-effects partially linear regression models with errors in variables
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Sparse covariance matrix estimation in high-dimensional deconvolution
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
- A note on wavelet density deconvolution for weakly dependent data
- On infinitely divisible distributions with polynomially decaying characteristic functions
- Goodness-of-fit test for noisy directional data
- Simulation extrapolation estimation in parametric models with Laplace measurement error
- Consistency of maximum likelihood estimators in a large class of deconvolution models
- Adaptive density deconvolution with dependent inputs
- Conditional density estimation in measurement error problems
- Empirical likelihood inference for parameters in a partially linear errors-in-variables model
- Deconvolution Estimation of Onset of Pregnancy with Replicate Observations
- Finite sample penalization in adaptive density deconvolution
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Nonparametric volatility density estimation for discrete time models
- Deconvolution with supersmooth distributions
- Empirical geometry of multivariate data: a deconvolution approach.
- Optimal iterative density deconvolution
- Möbius deconvolution on the hyperbolic plane with application to impedance density estimation
- Inverse statistical learning
- On optimal estimation of the mode in nonparametric deconvolution problems
- Nonparametric deconvolution problem for dependent sequences
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
- Probability density estimation with surrogate data and validation sample
- Adaptive nonparametric estimation for Lévy processes observed at low frequency
- Model checking in errors-in-variables regression
- Minimum distance regression model checking with Berkson measurement errors
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
- Laplace deconvolution with noisy observations
- Density testing in a contaminated sample
- Deconvolution of \(P(X<Y)\) with supersmooth error distributions
- Nonparametric Berkson regression under normal measurement error and bounded design
- On testing for local monotonicity in deconvolution problems
- Minimax properties of Fréchet means of discretely sampled curves
- Deconvolution of \(\mathbb{P}(X<Y)\) with compactly supported error densities
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
- 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
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