Practical bandwidth selection in deconvolution kernel density estimation
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Cites work
- scientific article; zbMATH DE number 4205634 (Why is no real title available?)
- scientific article; zbMATH DE number 3703820 (Why is no real title available?)
- scientific article; zbMATH DE number 469135 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 775754 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- A comparative study of several smoothing methods in density estimation
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Choosing the smoothing parameter in a fourier approach to nonparametric deconvolution of a density estimate
- Consistent deconvolution in density estimation
- Data-driven deconvolution
- Deconvolution with supersmooth distributions
- Deconvolving kernel density estimators
- Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
- Exact mean integrated squared error
- Finite sample performance of deconvolving density estimators
- Mean square error properties of density estimates
- On the effect of estimating the error density in nonparametric deconvolution
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Progress in data-based bandwidth selection for kernel density estimation
- Rates of convergence of some estimators in a class of deconvolution problems
- Wavelet deconvolution
Cited in
(90)- Fault classification for high‐dimensional data streams: A directional diagnostic framework based on multiple hypothesis testing
- A family of kernels and their associated deconvolving kernels for normally distributed measurement errors
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- Bivariate kernel deconvolution with panel data
- Automatic bandwidth selection for recursive kernel density estimators with length-biased data
- Jump amplitude inference in SDEs with cosine kernel
- 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
- Recursive non-parametric kernel classification rule estimation for independent functional data
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
- Specification testing for errors-in-variables models
- Hazard rate estimation from associated and contaminated data: strong uniform consistency
- Penalized contrast estimator for adaptive density deconvolution
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Two-time-scale nonparametric recursive regression estimator for independent functional data
- Parametrically assisted nonparametric estimation of a density in the deconvolution problem
- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
- 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
- Identification of joint distributions in dependent factor models
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Density estimation with heteroscedastic error
- 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
- Semiparametric density deconvolution
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Testing the suitability of polynomial models in errors-in-variables problems
- Estimation in hazard regression models under ordered departures from proportionality
- Global uniform risk bounds for wavelet deconvolution estimators
- A Diagnostic Procedure for High-Dimensional Data Streams via Missed Discovery Rate Control
- On deconvolution with repeated measurements
- Estimation of a quadratic regression functional using the sinc kernel
- A Particle Method for Solving Fredholm Equations of the First Kind
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- Recursive nonparametric regression estimation for dependent strong mixing functional data
- The choice of smoothing parameter in nonparametric regression through wild bootstrap
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation
- Estimating a concave distribution function from data corrupted with additive noise
- Non-Parametric Inference for Clustered Binary and Count Data when Only Summary Information is Available
- Optimal bandwidth selection for recursive Gumbel kernel density estimators
- Nonparametric curve estimation and bootstrap bandwidth selection
- Wild bootstrap bandwidth selection of recursive nonparametric relative regression for independent functional data
- On the choice of smoothing parameters for semirecursive nonparametric hazard estimators
- On a deconvolution problem under competing risks
- A mixed model approach to measurement error in semiparametric regression
- Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise
- Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
- Nonparametric Quantile Regression and Uniform Inference with Unknown Error Distribution
- Data-driven boundary estimation in deconvolution problems
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
- Adaptive density estimation in the pile-up model involving measurement errors
- Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method
- Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
- Asymptotic Normality of Kernel-Type Deconvolution Estimators
- A ridge-parameter approach to deconvolution
- Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
- Deconvolution boundary kernel method in nonparametric density estimation
- Average derivative estimation under measurement error
- Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets
- Improved nonparametric estimation of the cure rate in mixture cure models using presmoothing
- Uniform confidence bands in deconvolution with unknown error distribution
- Conditional density estimation with covariate measurement error
- Conditional density estimation in measurement error problems
- Nonparametric smooth estimation of the expected inactivity time function
- Estimation of the mean residual life function in the presence of measurement errors
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- Bandwidth Selection for Indirect Density Estimation Based on Corrupted Histogram Data
- A Bayesian Nonparametric Mixture Measurement Error Model With Application to Spatial Density Estimation Using Mobile Positioning Data With Multi-Accuracy and Multi-Coverage
- Finite sample penalization in adaptive density deconvolution
- Bandwidth selection for nonparametric regression with errors-in-variables
- Deconvolving compactly supported densities
- Nonparametric specification tests for stochastic volatility models based on volatility density
- Bandwidth selection in deconvolution kernel distribution estimators defined by stochastic approximation method with Laplace errors
- Möbius deconvolution on the hyperbolic plane with application to impedance density estimation
- MCMC for Bayesian Nonparametric Mixture Modeling Under Differential Privacy
- Recursive non parametric regression estimation for functional time series data under random censorship
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features
- Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error
- Nonparametric estimation of mean-squared prediction error in nested-error regression models
- Directional false discovery rate control in large-scale multiple comparisons
- 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
- Density deconvolution for generalized skew-symmetric distributions
- Local bandwidth selectors for deconvolution kernel density estimation
- Nonparametric recursive method for generalized kernel estimators for dependent functional data
- Intensity Estimation for Spatial Point Processes Observed with Noise
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