Deconvolution problems in nonparametric statistics
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Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)
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Cited in
(only showing first 100 items - show all)- Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Inverse statistical learning
- Minimax fast rates for discriminant analysis with errors in variables
- Generalized deconvolution estimation by multiwavelets
- A note on wavelet deconvolution density estimation
- Density deconvolution in a two-level heteroscedastic model with unknown error density
- Inference on distribution functions under measurement error
- Semiparametric estimation of McKean-Vlasov SDEs
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions
- Nonparametric deconvolution problem for dependent sequences
- On optimal estimation of the mode in nonparametric deconvolution problems
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
- Robust multivariate density estimation under Gaussian noise
- An estimation of \(\mathbb{P}(X<Y<Z)\) using repeated observations with unknown noise distribution
- Time-varying unobserved heterogeneity in earnings shocks
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
- Recovering Latent Variables by Matching
- On linearization of nonparametric deconvolution estimators for repeated measurements model
- Tikhonov's regularization to the deconvolution problem
- Deconvolution of spherical data corrupted with unknown noise
- Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators
- Laguerre deconvolution with unknown matrix operator
- scientific article; zbMATH DE number 7508930 (Why is no real title available?)
- Density estimation and regression analysis on hyperspheres in the presence of measurement error
- Multiplicative deconvolution in survival analysis under dependency
- Laplace deconvolution with noisy observations
- A note on a fixed-point method for deconvolution
- Information bounds for inverse problems with application to deconvolution and Lévy models
- Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model
- Nonparametric estimations for the cumulative distribution functions of random effects in a linear mixed-effects model
- Data analysis on nonstandard spaces
- 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
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- scientific article; zbMATH DE number 5816778 (Why is no real title available?)
- Bivariate kernel deconvolution with panel data
- Consistency and asymptotic normality for a nonparametric prediction under measurement errors
- Deconvolution for an atomic distribution: rates of convergence
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Nonparametric regression on Lie groups with measurement errors
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- Solution of linear ill-posed problems using overcomplete dictionaries
- Adaptive circular deconvolution by model selection under unknown error distribution
- Density deconvolution with associated stationary data.
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation
- Measurement error and deconvolution in spaces of generalized functions
- Statistical Skorohod embedding problem: optimality and asymptotic normality
- Specification testing for errors-in-variables models
- Density deconvolution in a non-standard case of heteroscedastic noises
- Nonparametric estimation of additive models with errors-in-variables
- Estimation of convolution in the model with noise
- Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces
- Oracle inequalities and adaptive estimation in the convolution structure density model
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Anisotropic spectral cut-off estimation under multiplicative measurement errors
- Supersmooth density estimations over \(L^p\) risk by wavelets
- On statistical properties of the estimator of impulse response function
- Estimating Latent Processes on a Network From Indirect Measurements
- Hermite density deconvolution
- Rate-optimal nonparametric estimation for random coefficient regression models
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization
- Parameter estimation for diffusion process from perturbed discrete observations
- Linear functional estimation under multiplicative measurement error
- Smoothed nonparametric derivative estimation using weighted difference quotients
- Plug-in \(L_2\)-upper error bounds in deconvolution, for a mixing density estimate in \(\mathbb{R}^d\) and for its derivatives, via the \(L_1\)-error for the mixture
- Multiscale scanning in inverse problems
- Strong consistency of wavelet estimators for errors-in-variables regression model
- Nonparametric regression for dependent data in the errors-in-variables problem
- Adaptive minimax testing for circular convolution
- Density estimation of a mixture distribution with unknown point-mass and normal error
- Estimation of conditional quantiles from data with additional measurement errors
- Density deconvolution with small Berkson errors
- Estimating a sharp convergence bound for randomized ensembles
- Estimation of a regression function corresponding to latent~variables
- Global uniform risk bounds for wavelet deconvolution estimators
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
- Uniform confidence bands for nonparametric errors-in-variables regression
- Nonparametric adaptive estimation for grouped data
- Statistical inference for time-changed Lévy processes via Mellin transform approach
- Sharp lower bound for regression with measurement errors and its implication for ill-posedness of functional regression
- Goodness-of-fit testing strategies from indirect observations
- Hypothesis testing by convex optimization
- On a deconvolution problem under competing risks
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Ridge-parameter regularization to deconvolution problem with unknown error distribution
- Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition
- Wavelet-based density estimation in a heteroscedastic convolution model
- On uniqueness and ill-posedness for the deautoconvolution problem in the multi-dimensional case
- Shape-restricted nonparametric regression with overall noisy measurements
- Density deconvolution under general assumptions on the distribution of measurement errors
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Discrete-transform approach to deconvolution problems
- Estimation of varying coefficient models with measurement error
- Noisy discriminant analysis with boundary assumptions
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
- Bayesian quantile estimation in deconvolution
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
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