Density Deconvolution of Different Conditional Distributions
Author
Abstract
Suggested Citation
DOI: 10.1023/A:1022435832605
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Masry, E., 1993. "Asymptotic Normality for Deconvolution Estimators of Multivariate Densities of Stationary Processes," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 47-68, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Yang Zu, 2015. "A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise," Econometrics, MDPI, vol. 3(3), pages 1-16, July.
- D.A. Ioannides & D.P. Papanastassiou, 2001. "Estimating the Distribution Function of a Stationary Process Involving Measurement Errors," Statistical Inference for Stochastic Processes, Springer, vol. 4(2), pages 181-198, May.
- Guillermo Basulto-Elias & Alicia L. Carriquiry & Kris Brabanter & Daniel J. Nordman, 2021. "Bivariate Kernel Deconvolution with Panel Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 122-151, May.
- Ming Yuan, 2003. "Deconvolving Multivariate Density from Random Field," Statistical Inference for Stochastic Processes, Springer, vol. 6(2), pages 135-153, May.
- Guo, Linruo & Song, Weixing & Shi, Jianhong, 2022. "Estimating multivariate density and its derivatives for mixed measurement error data," Journal of Multivariate Analysis, Elsevier, vol. 191(C).
- van Es, A. J. & Kok, A. R., 1998. "Simple kernel estimators for certain nonparametric deconvolution problems," Statistics & Probability Letters, Elsevier, vol. 39(2), pages 151-160, August.
- Seçil Yalaz, 2019. "Multivariate partially linear regression in the presence of measurement error," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(1), pages 123-135, March.
- Masry, Elias, 1997. "Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series," Stochastic Processes and their Applications, Elsevier, vol. 67(2), pages 177-193, May.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2023.
"Bandwidth selection for nonparametric regression with errors-in-variables,"
Econometric Reviews, Taylor & Francis Journals, vol. 42(4), pages 393-419, April.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2021. "Bandwidth Selection for Nonparametric Regression with Errors-in-Variables," Departmental Working Papers 2104, Southern Methodist University, Department of Economics.
- Hao Dong & Taisuke Otsu & Luke Taylor, 2022. "Bandwidth selection for nonparametric regression with errors-in-variables," STICERD - Econometrics Paper Series 620, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2023. "Bandwidth selection for nonparametric regression with errors-in-variables," LSE Research Online Documents on Economics 115551, London School of Economics and Political Science, LSE Library.
- Yousri Slaoui, 2021. "Data-driven Deconvolution Recursive Kernel Density Estimators Defined by Stochastic Approximation Method," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 312-352, February.
- Mynbaev, Kairat & Martins-Filho, Carlos, 2015.
"Consistency and asymptotic normality for a nonparametric prediction under measurement errors,"
Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 166-188.
- Mynbaev, Kairat & Martins-Filho, Carlos, 2015. "Consistency and asymptotic normality for a nonparametric prediction under measurement errors," MPRA Paper 75845, University Library of Munich, Germany, revised 2014.
- Ioannides, D. A. & Alevizos, P. D., 1997. "Nonparametric regression with errors in variables and applications," Statistics & Probability Letters, Elsevier, vol. 32(1), pages 35-43, February.
- Jeon, Jeong Min & Van Keilegom, Ingrid, 2023. "Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
- Liang, Han-Ying & de Ua-lvarez, Jacobo, 2009. "A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1219-1231, July.
- Zhou, Yong & Liang, Hua, 2000. "Asymptotic Normality for L1 Norm Kernel Estimator of Conditional Median under [alpha]-Mixing Dependence," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 136-154, April.
- Christian Hesse, 1995. "Deconvolving a density from contaminated dependent observations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(4), pages 645-663, December.
- Zu, Yang, 2015. "Nonparametric specification tests for stochastic volatility models based on volatility density," Journal of Econometrics, Elsevier, vol. 187(1), pages 323-344.
More about this item
Keywords
Deconvolution; ill-posed problem; probability density;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:54:y:2002:i:3:p:701-712. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.