Density estimation with heteroscedastic error

DOI10.3150/08-BEJ121zbMath1155.62023arXiv0805.2216OpenAlexW3102771269MaRDI QIDQ1002570

Aurore Delaigle, Alexander Meister

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.2216

zbMATH Keywords

bandwidthinverse problemsplug-inerrors-in-variablesdensity deconvolutionheteroscedastic contamination

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (37)

Semiparametric Estimation of the Distribution of Episodically Consumed Foods Measured With Error ⋮ Moment adjusted imputation for multivariate measurement error data with applications to logistic regression ⋮ On a deconvolution problem under competing risks ⋮ Modeling tails of aggregate economic processes in a stochastic growth model ⋮ The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution ⋮ Wavelet estimations for heteroscedastic super smooth errors ⋮ Optimal wavelet estimators of the heteroscedastic pointspread effects and Gauss white noises model ⋮ Parametric inference of autoregressive heteroscedastic models with errors in variables ⋮ Density estimation for circular data observed with errors ⋮ Recovering Latent Variables by Matching ⋮ Time-varying unobserved heterogeneity in earnings shocks ⋮ Deconvolution problem of cumulative distribution function with heteroscedastic errors ⋮ Wavelet density deconvolution estimations with heteroscedastic measurement errors ⋮ Unnamed Item ⋮ Density estimation with replicate heteroscedastic measurements ⋮ Density deconvolution in a two-level heteroscedastic model with unknown error density ⋮ On the performance of weighted bootstrapped kernel deconvolution density estimators ⋮ A new multivariate measurement error model with zero-inflated dietary data, and its application to dietary assessment ⋮ Extreme deconvolution: inferring complete distribution functions from noisy, heterogeneous and incomplete observations ⋮ Bivariate deconvolution with SIMEX: an application to mapping Alaska earthquake density ⋮ Estimating smooth distribution function in the presence of heteroscedastic measurement errors ⋮ Fractional Sobolev, Moser-Trudinger, Morrey-Sobolev inequalities under Lorentz norms ⋮ Density deconvolution in a non-standard case of heteroscedastic noises ⋮ Conditional density estimation in measurement error problems ⋮ On the meanL¹-error in the heteroscedastic deconvolution problem with compactly supported noises ⋮ Nonparametric estimation for irregularly sampled Lévy processes ⋮ Multiple Testing of Composite Null Hypotheses in Heteroscedastic Models ⋮ Rothman-Woodroofe symmetry test statistic revisited ⋮ On testing for local monotonicity in deconvolution problems ⋮ Bivariate kernel deconvolution with panel data ⋮ Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem ⋮ Estimating a sharp convergence bound for randomized ensembles ⋮ Bayesian multiple imputation for assay data subject to measurement error ⋮ Heteroscedastic deconvolution of \({{\mathbb{P}}(X<Y)}\) with compactly supported error densities ⋮ Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model ⋮ Consistency and asymptotic normality for a nonparametric prediction under measurement errors ⋮ Estimating the density of a conditional expectation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• On the optimal rates of convergence for nonparametric deconvolution problems
• Practical bandwidth selection in deconvolution kernel density estimation
• Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes
• Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
• On deconvolution with repeated measurements
• Deconvolving compactly supported densities
• A ridge-parameter approach to deconvolution
• Accelerated convergence for nonparametric regression with coarsened predictors
• Deconvolving kernel density estimators
• Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem
• Optimal Rates of Convergence for Deconvolving a Density
• Simulation extrapolation deconvolution of finite population cumulative distribution function estimators
• On the effect of estimating the error density in nonparametric deconvolution
• Low Order Approximations in Deconvolution and Regression with Errors in Variables
• Semiparametric Estimation of Regression Models for Panel Data
• Discrete-transform approach to deconvolution problems
• NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
• Asymptotic Normality of Kernel-Type Deconvolution Estimators
• Measurement Error in Nonlinear Models
• Boundary bias correction for nonparametric deconvolution

This page was built for publication: Density estimation with heteroscedastic error