Cited in
(28)- LeArEst
- Conditional kernel density estimation for some incomplete data models
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- Comparing two mixing densities in nonparametric mixture models
- Multiple testing of composite null hypotheses in heteroscedastic models
- Bayesian semiparametric regression in the presence of conditionally heteroscedastic measurement and regression errors
- Kernel regression estimation with errors-in-variables for random fields
- Fast nonparametric maximum likelihood density deconvolution using Bernstein polynomials
- A test for the equality of monotone transformations of two random variables
- Wavelet estimations for heteroscedastic super smooth errors
- On estimating the boundaries of a uniform distribution under additive measurement errors
- Dual model misspecification in generalized linear models with error in variables
- Modeling tails of aggregate economic processes in a stochastic growth model
- Data-driven deconvolution recursive kernel density estimators defined by stochastic approximation method
- beadarray
- simex
- BNPdensity
- lpme
- A two-sample test when data are contaminated
- A family of kernels and their associated deconvolving kernels for normally distributed measurement errors
- RRC
- Can we trust the bootstrap in high-dimensions? The case of linear models
- CoCoLasso
- Density estimation for data with rounding errors
- UMR
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- Conditional density estimation in measurement error problems
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