Deconvolution with supersmooth distributions
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Publication:4021168
DOI10.2307/3315465zbMath0754.62020OpenAlexW1965758235MaRDI QIDQ4021168
Publication date: 17 January 1993
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3730
Fourier transformskernel density estimatesnonparametric deconvolutionsimulation studiesminimax risksoptimal global rates of convergencenonparametric Gaussian deconvolutionsupersmooth error distributionsweighted Lp-loss
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Cites Work
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- Nonparametric regression with errors in variables
- Fourier methods for estimating mixing densities and distributions
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- A consistent nonparametric density estimator for the deconvolution problem
- Deconvolving kernel density estimators
- The estimation of a probability density function from measurements corrupted by Poisson noise (Corresp.)
- Consistent deconvolution in density estimation