deconvolve-package: Deconvolution Tools for Measurement Error Problems

Description Author(s) References

Description

This package provides tools for performing non-parametric deconvolution on measurement error problems. It contains functions for finding bandwidths, deconvolved densities and non-parametric regression estimates.

Author(s)

Aurore Delaigle, Timothy Hyndman, and Tianying Wang

References

Stefanski, L. and Carroll, R.J. (1990). Deconvoluting kernel density estimators. Statistics, 21, 2, 169-184.

Fan, J., and Truong, Y. K. (1993), Nonparametric Regression With Errors in Variables, The Annals of Statistics. 21, 1900-1925.

Carroll, R. J., Ruppert, D., and Stefanski, L. A. (1995). Measurement Error in Nonlinear Models: A Modern Perspective, Second Edition. Chapman Hall, New York.

Delaigle, A. and Gijbels, I. (2002). Estimation of integrated squared density derivatives from a contaminated sample. Journal of the Royal Statistical Society, B, 64, 4, 869-886.

Delaigle, A. and Gijbels, I. (2004). Practical bandwidth selection in deconvolution kernel density estimation. Computational Statistics and Data Analysis, 45, 2, 249 - 267.

Delaigle, A. and Gijbels, I. (2007). Frequent problems in calculating integrals and optimizing objective functions: a case study in density deconvolution. Statistics and Computing, 17, 349-355.

Delaigle, A., Hall, P., and Meister, A. (2008). On Deconvolution with repeated measurements. Annals of Statistics, 36, 665-685

Delaigle, A. and Hall, P. (2008). Using SIMEX for smoothing-parameter choice in errors-in-variables problems. Journal of the American Statistical Association, 103, 481, 280-287

Delaigle, A. and Meister, A. (2008). Density estimation with heteroscedastic error. Bernoulli, 14, 2, 562-579.

Delaigle, A. and Hall, P. (2016). Methodology for non-parametric deconvolution when the error distribution is unknown. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 78, 1, 231-252.

Camirand, F., Carroll, R.J., and Delaigle, A. (2018). Estimating the distribution of episodically consumed food measured with errors. Manuscript.


TimothyHyndman/deconvolve documentation built on May 13, 2019, 11:51 p.m.