Deconvolution problems in nonparametric statistics
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Publication:951135
DOI10.1007/978-3-540-87557-4zbMATH Open1178.62028OpenAlexW366592016MaRDI QIDQ951135FDOQ951135
Authors: Alexander Meister 
Publication date: 29 October 2008
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-87557-4
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- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
- Supermix: sparse regularization for mixtures
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- Bivariate kernel deconvolution with panel data
- Adaptive circular deconvolution by model selection under unknown error distribution
- Solution of linear ill-posed problems using overcomplete dictionaries
- Measurement error and deconvolution in spaces of generalized functions
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation
- Specification testing for errors-in-variables models
- Nonparametric estimation of additive models with errors-in-variables
- Statistical Skorohod embedding problem: optimality and asymptotic normality
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Oracle inequalities and adaptive estimation in the convolution structure density model
- Anisotropic spectral cut-off estimation under multiplicative measurement errors
- Supersmooth density estimations over \(L^p\) risk by wavelets
- Estimating Latent Processes on a Network From Indirect Measurements
- Parameter estimation for diffusion process from perturbed discrete observations
- Multiscale scanning in inverse problems
- Nonparametric regression for dependent data in the errors-in-variables problem
- Global uniform risk bounds for wavelet deconvolution estimators
- Estimating a sharp convergence bound for randomized ensembles
- 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
- Ridge-parameter regularization to deconvolution problem with unknown error distribution
- Hypothesis testing by convex optimization
- Wavelet-based density estimation in a heteroscedastic convolution model
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Shape-restricted nonparametric regression with overall noisy measurements
- Discrete-transform approach to deconvolution problems
- Density deconvolution under general assumptions on the distribution of measurement errors
- Noisy discriminant analysis with boundary assumptions
- Estimation of varying coefficient models with measurement error
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Strong \(L^p\) convergence of wavelet deconvolution density estimators
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
- Towards a better understanding of the dual representation of phi divergences
- On deconvolution of distribution functions
- Wavelet estimations for heteroscedastic super smooth errors
- Goodness-of-fit test for noisy directional data
- Consistency of maximum likelihood estimators in a large class of deconvolution models
- Deconvolution of cumulative distribution function with unknown noise distribution
- Regression estimation under strong mixing data
- Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown
- Estimation of a distribution from data with small measurement errors
- Conditional density estimation in measurement error problems
- Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification
- Peter Hall's main contributions to deconvolution
- Nonparametric significance testing in measurement error models
- Bandwidth selection for nonparametric regression with errors-in-variables
- Anisotropic adaptive kernel deconvolution
- Deconvolution for the Wasserstein metric and geometric inference
- Regression discontinuity designs, white noise models, and minimax
- Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one
- Nonparametric specification tests for stochastic volatility models based on volatility density
- A note on wavelet deconvolution density estimation
- Inverse statistical learning
- Minimax fast rates for discriminant analysis with errors in variables
- Inference on distribution functions under measurement error
- 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
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
- Tikhonov's regularization to the deconvolution problem
- Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators
- Laguerre deconvolution with unknown matrix operator
- A note on a fixed-point method for deconvolution
- Laplace deconvolution with noisy observations
- Information bounds for inverse problems with application to deconvolution and Lévy models
- Deconvolution with unknown noise distribution is possible for multivariate signals
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- Deconvolution for an atomic distribution: rates of convergence
- Consistency and asymptotic normality for a nonparametric prediction under measurement errors
- Density deconvolution with associated stationary data.
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Nonparametric regression on Lie groups with measurement errors
- Density deconvolution in a non-standard case of heteroscedastic noises
- Estimation of convolution in the model with noise
- Hybrid regularisation and the (in)admissibility of ridge regression in infinite dimensional Hilbert spaces
- On statistical properties of the estimator of impulse response function
- Hermite density deconvolution
- Linear functional estimation under multiplicative measurement error
- Rate-optimal nonparametric estimation for random coefficient regression models
- Estimation of conditional distribution functions from data with additional errors applied to shape optimization
- 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
- Strong consistency of wavelet estimators for errors-in-variables regression model
- 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
- Estimation of a regression function corresponding to latent~variables
- 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
- On a deconvolution problem under competing risks
- Optimal rates of convergence for nonparametric regression estimation under anisotropic Hölder condition
- On uniqueness and ill-posedness for the deautoconvolution problem in the multi-dimensional case
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