Pages that link to "Item:Q806852"
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The following pages link to On the optimal rates of convergence for nonparametric deconvolution problems (Q806852):
Displaying 50 items.
- Conditional density estimation with covariate measurement error (Q109282) (← links)
- Nonparametric estimation of the mixing density using polynomials (Q258036) (← links)
- Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures (Q259196) (← links)
- Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure (Q282547) (← links)
- Optimal classification and nonparametric regression for functional data (Q282559) (← links)
- Smooth backfitting in additive inverse regression (Q312597) (← links)
- Adaptive deconvolution of linear functionals on the nonnegative real line (Q313097) (← links)
- Empirical estimation of \(d\)-risks at distinguishing one-sided hypotheses (Q323648) (← links)
- Uniform distribution width estimation from data observed with Laplace additive error (Q334827) (← links)
- Wavelet density estimators for the deconvolution of a component from a mixture (Q354224) (← links)
- Minimax properties of Fréchet means of discretely sampled curves (Q355122) (← links)
- Inverse statistical learning (Q364201) (← links)
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features (Q366973) (← links)
- Probability density estimation with surrogate data and validation sample (Q372239) (← links)
- Deconvolution of \(P(X<Y)\) with supersmooth error distributions (Q383855) (← links)
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension (Q391892) (← links)
- Manifold estimation and singular deconvolution under Hausdorff loss (Q447839) (← links)
- Risk hull method and regularization by projections of ill-posed inverse problems (Q449941) (← links)
- Nonparametric estimation of mean-squared prediction error in nested-error regression models (Q449945) (← links)
- Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
- Statistical inference for fixed-effects partially linear regression models with errors in variables (Q451444) (← links)
- On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
- On infinitely divisible distributions with polynomially decaying characteristic functions (Q466994) (← links)
- Goodness-of-fit test for noisy directional data (Q470069) (← links)
- Simulation extrapolation estimation in parametric models with Laplace measurement error (Q470488) (← links)
- Conditional density estimation in measurement error problems (Q476215) (← links)
- Adaptive density estimation in deconvolution problems with unknown error distribution (Q485934) (← links)
- Hypothesis testing by convex optimization (Q491378) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← 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)
- Well-posedness of measurement error models for self-reported data (Q527939) (← links)
- Variable selection in measurement error models (Q605044) (← links)
- Adaptive estimation of linear functionals in the convolution model and applications (Q605847) (← links)
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- On general consistency in deconvolution mode estimation (Q607193) (← links)
- Error bounds for spectral enhancement which are based on variable Hilbert scale inequalities (Q610951) (← links)
- A note on wavelet density deconvolution for weakly dependent data (Q623487) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- On deconvolution of distribution functions (Q661165) (← 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)
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems (Q710758) (← links)
- On optimal uniform deconvolution (Q715783) (← links)
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses (Q726580) (← links)
- Nonparametric adaptive estimation for grouped data (Q729714) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
