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.
- Bayes and empirical Bayes estimation with errors in variables (Q1380560) (← links)
- Fitting a line segment to noisy data (Q1417803) (← links)
- Random coefficient regressions: parametric goodness-of-fit tests. (Q1417818) (← links)
- Robust estimation of generalized linear models with measurement errors. (Q1421312) (← links)
- Deconvolution kernel estimator for mean transformation with ordinary smooth error. (Q1424447) (← links)
- Compound decision theory and empirical Bayes methods (Q1429309) (← links)
- Inference in components of variance models with low replication (Q1429311) (← links)
- Conditionally independent private information in OCS wildcat auctions (Q1584771) (← links)
- Optimal spherical deconvolution (Q1599065) (← links)
- Least squares cross-validation for the kernel deconvolution density estimator (Q1600150) (← links)
- Deconvolving multidimensional density from partially contaminated observations (Q1600747) (← links)
- A unified treatment of direct and indirect estimation of a probability density and its derivatives (Q1612997) (← links)
- Density deconvolution based on wavelets with bounded supports (Q1612999) (← links)
- Hazard estimation with censoring and measurement error: application to length of pregnancy (Q1616698) (← links)
- A deconvolution path for mixtures (Q1639196) (← links)
- Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography (Q1650080) (← links)
- Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures (Q1663617) (← links)
- Supersmooth density estimations over \(L^p\) risk by wavelets (Q1703887) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← 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)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Smooth backfitting for errors-in-variables additive models (Q1800800) (← links)
- Log-density estimation in linear inverse problems (Q1807071) (← links)
- Deconvolution density estimation on \(\text{SO}(N)\) (Q1807101) (← links)
- Empirical geometry of multivariate data: a deconvolution approach. (Q1848790) (← links)
- On an empirical Bayes test for a normal mean. (Q1848792) (← links)
- Semi-parametric estimation in the nonlinear structural errors-in-variables model (Q1848855) (← links)
- Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959) (← links)
- Rates of convergence of empirical Bayes tests for a normal mean (Q1869089) (← links)
- Empirical Bayes two-action problem for the continuous one-parameter exponential family with errors in variables (Q1873084) (← links)
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample (Q1881003) (← links)
- Sharp minimaxity and spherical deconvolution for super-smooth error distributions (Q1882949) (← links)
- A review of semiparametric mixture models (Q1901751) (← links)
- Deconvolving a density from contaminated dependent observations (Q1915249) (← links)
- On the lower bounds for mean square error of empirical Bayes estimators (Q1947747) (← links)
- Lower bound in regression for functional data by representation of small ball probabilities (Q1950878) (← links)
- Adaptive density estimation in the pile-up model involving measurement errors (Q1950890) (← links)
- A uniform central limit theorem and efficiency for deconvolution estimators (Q1950913) (← links)
- Laplace deconvolution with noisy observations (Q1951149) (← links)
- Anisotropic adaptive kernel deconvolution (Q1951512) (← links)
- Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
- Adaptivity in convolution models with partially known noise distribution (Q1951778) (← links)
- Jump estimation in inverse regression (Q1952028) (← links)
- Density deconvolution in a two-level heteroscedastic model with unknown error density (Q1952041) (← links)
- Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise (Q1952081) (← links)
- Sharp template estimation in a shifted curves model (Q1952089) (← links)
- Convergence of latent mixing measures in finite and infinite mixture models (Q1952455) (← links)
- Nonparametric adaptive estimation for pure jump Lévy processes (Q1958507) (← links)
- On pointwise adaptive nonparametric deconvolution (Q1962758) (← links)
