Gaussian deconvolution via differentiation
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Publication:4016409
DOI10.2307/3315571zbMath0761.62043OpenAlexW2089863550MaRDI QIDQ4016409
Publication date: 14 December 1992
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315571
rate of convergenceconvolutiondeconvolutiondifferentiationnonparametric function estimationGaussian densityL2-norm convergencelinear combination of estimates of derivativespointwise optimal rate
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (10)
Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance ⋮ Iterative density estimation from contaminated observations ⋮ Deconvolving a density from contaminated dependent observations ⋮ Image restoration ⋮ Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables ⋮ Deconvolution of optical broadening in semiconductors ⋮ Optimal iterative density deconvolution ⋮ Nonparametric Berkson regression under normal measurement error and bounded design ⋮ Simple kernel estimators for certain nonparametric deconvolution problems ⋮ On Hong-Tamer's estimator in nonlinear errors-in-variable regression models
Cites Work
- On the optimal rates of convergence for nonparametric deconvolution problems
- On smoothed probability density estimation for stationary processes
- Weak and strong uniform consistency of the kernel estimate of a density and its derivatives
- Deconvolving kernel density estimators
- Consistent deconvolution in density estimation
- Estimation of a Probability Density Function and Its Derivatives
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