Estimation of distributions, moments and quantiles in deconvolution problems
From MaRDI portal
Publication:955132
DOI10.1214/07-AOS534zbMath1148.62028arXiv0810.4821MaRDI QIDQ955132
Hall, Peter, Soumendra Nath Lahiri
Publication date: 18 November 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.4821
minimaxsmoothingregularizationbandwidthill-posed problemkernel methodsmeasurement errorerrors in variablesoptimal convergence rate
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) Nonparametric statistical resampling methods (62G09)
Related Items
Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error, Hazard estimation with censoring and measurement error: application to length of pregnancy, On a deconvolution problem under competing risks, 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, Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures, Estimation of the mean residual life function in the presence of measurement errors, Hausdorff moment problem: recovery of an unknown support for a probability density function, Recovering Latent Variables by Matching, Nonparametric estimation of additive models with errors-in-variables, Nonparametric identification and estimation of heterogeneous causal effects under conditional independence, Deconvolution problem of cumulative distribution function with heteroscedastic errors, A uniform central limit theorem and efficiency for deconvolution estimators, Estimating smooth distribution function in the presence of heteroscedastic measurement errors, On deconvolution of distribution functions, Can we trust the bootstrap in high-dimension?, Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one, Adaptive quantile estimation in deconvolution with unknown error distribution, Bandwidth selection in kernel empirical risk minimization via the gradient, Global rate results for the MLE in a class of deconvolution models, Nonparametric estimation for a class of Lévy processes, Smooth backfitting for errors-in-variables additive models, Inference on distribution functions under measurement error, Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- On the optimal rates of convergence for nonparametric deconvolution problems
- Practical bandwidth selection in deconvolution kernel density estimation
- Bootstrap confidence regions for functional relationships in errors-in- variables models
- Deconvolution kernel estimator for mean transformation with ordinary smooth error.
- Nonparametric volatility density estimation
- Adaptive wavelet estimator for nonparametric density deconvolution
- Density deconvolution based on wavelets with bounded supports
- Fourier methods for estimating mixing densities and distributions
- Optimal global rates of convergence for nonparametric regression
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- On optimal kernel choice for deconvolution
- Asymptotics of mean transformation estimators with errors in variables model
- Asymptotic normality in mixture models
- Deconvolving kernel density estimators
- Sharp Optimality in Density Deconvolution with Dominating Bias. I
- Optimal Rates of Convergence for Deconvolving a Density
- Logspline Deconvolution in Besov Space
- Exponential deconvolution: two asymptotically equivalent estimators
- Data-driven deconvolution
- On the effect of estimating the error density in nonparametric deconvolution
- Deconvolution of a Distribution Function
- Density estimation in the uniform deconvolution model
- Wavelet deconvolution
- Deconvolution of supersmooth densities with smooth noise
- Optimal iterative density deconvolution
- Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
- Consistent deconvolution in density estimation
- Estimating the distribution function of a stationary process involving measurement errors