Pages that link to "Item:Q3357983"
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The following pages link to Multivariate probability density deconvolution for stationary random processes (Q3357983):
Displaying 35 items.
- Asymptotic analysis of estimators on multi-label data (Q493735) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- Stochastic versions of chaotic time series: Generalized logistic and Hénon time series models (Q688172) (← links)
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes (Q689165) (← links)
- Density deconvolution in the circular structural model (Q697464) (← links)
- Direct estimation of linear functionals from indirect noisy observations (Q700173) (← links)
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation (Q946214) (← links)
- Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- Nonparametric regression with errors in variables and applications (Q1359762) (← links)
- Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence (Q1570294) (← links)
- Adaptive wavelet estimator for nonparametric density deconvolution (Q1583899) (← links)
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations (Q1586981) (← links)
- Least squares cross-validation for the kernel deconvolution density estimator (Q1600150) (← links)
- Deconvolving a density from contaminated dependent observations (Q1915249) (← links)
- Anisotropic adaptive kernel deconvolution (Q1951512) (← links)
- Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
- Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems (Q1974073) (← links)
- Bivariate kernel deconvolution with panel data (Q2040666) (← links)
- Estimating multivariate density and its derivatives for mixed measurement error data (Q2146454) (← links)
- Asymptotic normality of the deconvolution kernel density estimator based on independent right censored data (Q2153134) (← links)
- Kernel regression estimation with errors-in-variables for random fields (Q2181193) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Anisotropic multivariate deconvolution using projection on the Laguerre basis (Q2242844) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Multivariate partially linear regression in the presence of measurement error (Q2324315) (← links)
- Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution (Q3100687) (← links)
- Penalized contrast estimator for adaptive density deconvolution (Q3417683) (← links)
- Multivariate regression estimation with errors-in-variables for stationary processes (Q3432363) (← links)
- Regularization parameter selection in indirect regression by residual based bootstrap (Q5134476) (← links)
- Density deconvolution with associated stationary data. (Q6136992) (← links)
- Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates (Q6168913) (← links)