Pages that link to "Item:Q1781190"
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The following pages link to Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model (Q1781190):
Displaying 34 items.
- Wavelet density estimators for the deconvolution of a component from a mixture (Q354224) (← links)
- Bayesian methods for the shape invariant model (Q457962) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Local bandwidth selectors for deconvolution kernel density estimation (Q746235) (← links)
- Adaptive robust estimation in sparse vector model (Q820801) (← links)
- Deconvolution with unknown error distribution (Q834341) (← links)
- Consistent density deconvolution under partially known error distribution (Q844880) (← links)
- Spectral calibration of exponential Lévy models (Q881412) (← links)
- Density estimation with heteroscedastic error (Q1002570) (← links)
- Adaptive estimation for affine stochastic delay differential equations (Q1767483) (← links)
- Adaptivity in convolution models with partially known noise distribution (Q1951778) (← links)
- Density deconvolution in a two-level heteroscedastic model with unknown error density (Q1952041) (← links)
- Deconvolution for the Wasserstein metric and geometric inference (Q1952230) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Density estimation of a mixture distribution with unknown point-mass and normal error (Q2242860) (← links)
- Frontier estimation in the presence of measurement error with unknown variance (Q2343753) (← links)
- Sparse covariance matrix estimation in high-dimensional deconvolution (Q2419664) (← links)
- Deconvolution from panel data with unknown error distribution (Q2426739) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- Adaptive circular deconvolution by model selection under unknown error distribution (Q2435214) (← links)
- Deconvolving compactly supported densities (Q2440597) (← links)
- Goodness-of-fit testing and quadratic functional estimation from indirect observations (Q2466675) (← links)
- Adaptive estimation of the transition density of a particular hidden Markov chain (Q2482129) (← links)
- Estimating the support of multivariate densities under measurement error (Q2507739) (← links)
- Multiscale density estimation with errors in variables (Q2511737) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model (Q2865257) (← links)
- Deconvolution for an atomic distribution: rates of convergence (Q3106439) (← links)
- Estimation of the Boundary of a Variable Observed With Symmetric Error (Q3304863) (← links)
- Penalized contrast estimator for adaptive density deconvolution (Q3417683) (← links)
- ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (Q3551012) (← links)
- Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q3569209) (← links)
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662) (← links)
- Wavelet Estimation of a Density in a GARCH-type Model (Q5299063) (← links)
