Pages that link to "Item:Q3417683"
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The following pages link to Penalized contrast estimator for adaptive density deconvolution (Q3417683):
Displayed 50 items.
- Adaptive deconvolution of linear functionals on the nonnegative real line (Q313097) (← links)
- Wavelet density estimators for the deconvolution of a component from a mixture (Q354224) (← links)
- On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
- Goodness-of-fit test for noisy directional data (Q470069) (← links)
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate (Q470511) (← links)
- Adaptive density estimation in deconvolution problems with unknown error distribution (Q485934) (← links)
- Density deconvolution from repeated measurements without symmetry assumption on the errors (Q495339) (← links)
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models (Q498604) (← links)
- Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model (Q504180) (← links)
- Adaptive estimation of linear functionals in the convolution model and applications (Q605847) (← links)
- Adaptive functional linear regression (Q741806) (← links)
- Deconvolution with unknown error distribution (Q834341) (← links)
- Empirical risk minimization in inverse problems (Q847644) (← links)
- Pointwise deconvolution with unknown error distribution (Q961011) (← links)
- Adaptive density deconvolution with dependent inputs (Q1019531) (← links)
- Hazard estimation with censoring and measurement error: application to length of pregnancy (Q1616698) (← links)
- Laguerre and Hermite bases for inverse problems (Q1657860) (← links)
- Supersmooth density estimations over \(L^p\) risk by wavelets (Q1703887) (← links)
- Self-consistent density estimation in the presence of errors-in-variables (Q1725384) (← links)
- Oracle inequalities and adaptive estimation in the convolution structure density model (Q1731755) (← links)
- Adaptive density estimation in the pile-up model involving measurement errors (Q1950890) (← links)
- Laplace deconvolution with noisy observations (Q1951149) (← links)
- Anisotropic adaptive kernel deconvolution (Q1951512) (← links)
- Nonparametric adaptive estimation for pure jump Lévy processes (Q1958507) (← links)
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors (Q2121424) (← links)
- Density deconvolution in a non-standard case of heteroscedastic noises (Q2223173) (← links)
- Anisotropic multivariate deconvolution using projection on the Laguerre basis (Q2242844) (← links)
- Least squares type estimation of the transition density of a particular hidden Markov chain (Q2426823) (← links)
- Adaptive circular deconvolution by model selection under unknown error distribution (Q2435214) (← links)
- Adaptive estimation in circular functional linear models (Q2437884) (← links)
- Deconvolving compactly supported densities (Q2440597) (← links)
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988) (← links)
- Nonparametric estimation for stochastic differential equations with random effects (Q2447643) (← links)
- New adaptive strategies for nonparametric estimation in linear mixed models (Q2453610) (← links)
- A ridge-parameter approach to deconvolution (Q2456010) (← 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)
- Rates of convergence for nonparametric deconvolution (Q2499694) (← links)
- Multiscale density estimation with errors in variables (Q2511737) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- Supersmooth testing on the sphere over analytic classes (Q2811269) (← links)
- Nonparametric estimation in a multiplicative censoring model with symmetric noise (Q2832028) (← links)
- Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model (Q2865257) (← links)
- Log-density Deconvolution by Wavelet Thresholding (Q3077769) (← links)
- Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution (Q3100687) (← links)
- Nonparametric estimation of random-effects densities in linear mixed-effects model (Q3145408) (← links)
- Estimation of convolution in the model with noise (Q3455249) (← links)
- Penalized contrast estimation in functional linear models with circular data (Q3462157) (← links)
- Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities (Q3529838) (← links)
- Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors (Q3569209) (← links)