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)
- 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
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
- On deconvolution as a first stage nonparametric estimator
- Lack-of-fit testing in errors-in-variables regression model with validation data
- Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions
- Strong identifiability and optimal minimax rates for finite mixture estimation
- Log density deconvolution by wavelet thresholding
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation
- Adaptivity in convolution models with partially known noise distribution
- Simple kernel estimators for certain nonparametric deconvolution problems
- Nonparametric adaptive estimation for grouped data
- Deconvolving multidimensional density from partially contaminated observations
- Ridge-parameter regularization to deconvolution problem with unknown error distribution
- Log-density estimation in linear inverse problems
- Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise
- On strong identifiability and convergence rates of parameter estimation in finite mixtures
- Simultaneous inspection of variable equivalence for finite populations
- Deconvolution with arbitrarily smooth kernels
- Data-driven boundary estimation in deconvolution problems
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Error bounds for spectral enhancement which are based on variable Hilbert scale inequalities
- Empirical Bayes testing for a normal mean: variance unknown case
- Deconvolution boundary kernel method in nonparametric density estimation
- Directional mixture models and optimal estimation of the mixing density
- Direct estimation of linear functionals from indirect noisy observations
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale
- A spectral method for deconvolving a density
- Nonparametric estimation in time series with measurement errors
- Adaptive density estimation for general ARCH models
- Density estimation in the presence of noise
- Multivariate regression estimation with errors-in-variables for stationary processes
- Accelerated convergence for nonparametric regression with coarsened predictors
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Estimation of a multivariate stochastic volatility density by kernel deconvolution
- B-Spline deconvolution based on the Em algorithm
- Finite sample performance of deconvolving density estimators
- Inference on distribution functions under measurement error
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Optimal convergence rates for density estimation from grouped data
- Gaussian deconvolution via differentiation
- On optimal kernel choice for deconvolution
- Parametric and nonparametric models and methods in financial econometrics
- Estimation of distributions, moments and quantiles in deconvolution problems
- Variable selection in finite mixture of generalized estimating equations
- Mixtures of linear regression with measurement errors
- Information bounds for inverse problems with application to deconvolution and Lévy models
- A review of semiparametric mixture models
- Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance
- Intensity Estimation for Spatial Point Processes Observed with Noise
- Renormalization exponents and optimal pointwise rates of convergence
- Well-posedness of measurement error models for self-reported data
- 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
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