Practical bandwidth selection in deconvolution kernel density estimation
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Publication:956830
DOI10.1016/S0167-9473(02)00329-8zbMATH Open1429.62125OpenAlexW2130950870MaRDI QIDQ956830FDOQ956830
Aurore Delaigle, Irène Gijbels
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00329-8
bootstrapcross-validationkernel density estimationbandwidth selectiondeconvolutionerrors-in-variablesplug-in methods
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Cited In (81)
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR
- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
- Nonparametric quantile regression for time series with replicated observations and its application to climate data
- Parameter estimation for logistic errors-in-variables regression under case-control studies
- A Diagnostic Procedure for High-Dimensional Data Streams via Missed Discovery Rate Control
- Non-Parametric Inference for Clustered Binary and Count Data when Only Summary Information is Available
- Nonparametric curve estimation and bootstrap bandwidth selection
- On a deconvolution problem under competing risks
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- A Bayesian Nonparametric Mixture Measurement Error Model With Application to Spatial Density Estimation Using Mobile Positioning Data With Multi-Accuracy and Multi-Coverage
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- Nonparametric recursive method for generalized kernel estimators for dependent functional data
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- Fault classification for high‐dimensional data streams: A directional diagnostic framework based on multiple hypothesis testing
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- Bivariate kernel deconvolution with panel data
- Estimating smooth distribution function in the presence of heteroscedastic measurement errors
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Automatic bandwidth selection for recursive kernel density estimators with length-biased data
- Recursive non-parametric kernel classification rule estimation for independent functional data
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
- Penalized contrast estimator for adaptive density deconvolution
- Two-time-scale nonparametric recursive regression estimator for independent functional data
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics
- Deconvolution for an atomic distribution
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Density estimation with heteroscedastic error
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Testing the suitability of polynomial models in errors-in-variables problems
- Global uniform risk bounds for wavelet deconvolution estimators
- On deconvolution with repeated measurements
- A Particle Method for Solving Fredholm Equations of the First Kind
- Estimation in hazard regression models under ordered departures from proportionality
- Estimation of a quadratic regression functional using the sinc kernel
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- Recursive nonparametric regression estimation for dependent strong mixing functional data
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- Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
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- Conditional density estimation in measurement error problems
- Finite sample penalization in adaptive density deconvolution
- SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS
- IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS
- Bandwidth selection for nonparametric regression with errors-in-variables
- Can we trust the bootstrap in high-dimension?
- Deconvolving compactly supported densities
- Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Möbius deconvolution on the hyperbolic plane with application to impedance density estimation
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- Nonparametric relative recursive regression estimators for censored data
- On optimal kernel choice for deconvolution
- Estimation of distributions, moments and quantiles in deconvolution problems
- Density testing in a contaminated sample
- Local bandwidth selectors for deconvolution kernel density estimation
- Intensity Estimation for Spatial Point Processes Observed with Noise
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