Consistent density deconvolution under partially known error distribution

DOI10.1016/J.SPL.2009.10.012zbMATH Open1180.62052OpenAlexW2150881523MaRDI QIDQ844880FDOQ844880

Authors: Maik Schwarz, Sébastien Van Bellegem 

Publication date: 5 February 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://idei.fr/sites/default/files/medias/doc/wp/2009/wp_idei_632.pdf

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Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Title not available (Why is that?)
• Optimal Rates of Convergence for Deconvolving a Density
• On the optimal rates of convergence for nonparametric deconvolution problems
• Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error
• On the effect of estimating the error density in nonparametric deconvolution
• Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
• Nonparametric estimation of the measurement error model using multiple indicators.
• Adaptive estimation for inverse problems with noisy operators
• Deconvolution from panel data with unknown error distribution
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
• Vague convergence of sums of independent random variables
• Title not available (Why is that?)

Cited In (20)

• Self-consistent density estimation in the presence of errors-in-variables
• Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
• Adaptive circular deconvolution by model selection under unknown error distribution
• Deconvolving a density from partially contaminated observations
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
• Estimation of the Boundary of a Variable Observed With Symmetric Error
• Consistent deconvolution in density estimation
• Deconvolving multidimensional density from partially contaminated observations
• Recent advances in the construction of nonparametric stochastic frontier models
• Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
• Deconvolution for the Wasserstein metric and geometric inference
• Identification of mixture models using support variations
• Density estimation with normal measurement error with unknown variance
• Frontier estimation in the presence of measurement error with unknown variance
• Estimation of the variance matrix in bivariate classical measurement error models
• Estimation of the density for censored and contaminated data
• Variance matrix estimation in multivariate classical measurement error models
• Deconvolution of \(P(X<Y)\) with supersmooth error distributions
• Inference on two-component mixtures under tail restrictions
• Non parametric estimation in the presence of noise with unknown distribution

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