Search results
Results: 35
Number of items: 35
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Benešová, M., van Es, B., & Tegelaar, P. (2016). Bivariate uniform deconvolution. Statistics, 50(4), 812-840. https://doi.org/10.1080/02331888.2015.1104310
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Gugushvili, S., van Es, B., & Spreij, P. (2011). Deconvolution for an atomic distribution: rates of convergence. Journal of Nonparametric Statistics, 23(4), 1003-1029. https://doi.org/10.1080/10485252.2011.576763
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van Es, B., & Spreij, P. (2011). Estimation of a multivariate stochastic volatility density by kernel deconvolution. Journal of Multivariate Analysis, 102(3), 683-697. https://doi.org/10.1016/j.jmva.2010.12.003
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van Es, B. (2011). Combining kernel estimators in the uniform deconvolution problem. Statistica Neerlandica, 65(3), 275-296. https://doi.org/10.1111/j.1467-9574.2011.00485.x
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van Es, B., Spreij, P., & van Zanten, H. (2011). Nonparametric methods for volatility density estimation. In G. di Nunno, & B. Øksendal (Eds.), Advanced Mathematical Methods for Finance (pp. 293-312). (Springer for Research & Development). Springer. http://rd.springer.com/chapter/10.1007/978-3-642-18412-3_11
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van Es, B., & Gugushvili, S. (2010). Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance. Journal of the Korean Statistical Society, 39(1), 103-115. https://doi.org/10.1016/j.jkss.2009.04.007
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van Es, B., & Gugushvili, S. (2008). Weak convergence of the supremum distance for supersmooth kernel deconvolution. Statistics & Probability Letters, 78(17), 2932-2938. https://doi.org/10.1016/j.spl.2008.05.002
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van Es, B., Gugushvili, S., & Spreij, P. (2008). Deconvolution for an atomic distribution. Electronic Journal of Statistics, 2, 265-297. https://doi.org/10.1214/07-EJS121 -
van Es, A. J., Gugushvili, S., & Spreij, P. J. C. (2007). A kernel type nonparametric density estimator for decompounding. Bernoulli, 13(3), 672-694. https://doi.org/10.3150/07-BEJ6091
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