References
- Vardi Y. Multiplicative censoring, renewal processes, deconvolution and decreasing density: nonparametric estimation. Biometrika. 1989;76(4):751–761. doi: 10.1093/biomet/76.4.751
- Van Es B, Klaassen CAJ, Oudshoorn K. Survival analysis under cross-sectional sampling: length bias and multiplicative censoring. J Stat Plan Inference. 2000;91(2):295–312. doi: 10.1016/S0378-3758(00)00183-X
- Belomestny D, Schoenmakers J. Statistical Skorohod embedding problem: optimality and asymptotic normality. Stat Probab Lett. 2015;104:169–180. doi: 10.1016/j.spl.2015.05.015
- Van Es B, Spreij P, Van Zanten H. Nonparametric volatility density estimation. Bernoulli. 2003;9(3):451–465. doi: 10.3150/bj/1065444813
- Asgharian M, Carone M, Fakoor V. Large-sample study of the kernel density estimators under multiplicative censoring. Ann Stat. 2012;40(1):159–187. doi: 10.1214/11-AOS954
- Brunel E, Comte F, Genon-Catalot V. Nonparametric density and survival function estimation in the multiplicative censoring model. Test. 2016;25(3):570–590. doi: 10.1007/s11749-016-0479-1
- Comte F, Dion C. Nonparametric estimation in a multiplicative censoring model with symmetric noise. J Nonparametr Stat. 2016;28(4):768–801. doi: 10.1080/10485252.2016.1225737
- Belomestny D, Comte F, Genon – Catalot V. Nonparametric Laguerre estimation in the multiplicative censoring model. Electron J Stat. 2016;10(2):3114–3152. doi: 10.1214/16-EJS1203
- Zhang C-H. Fourier methods for estimating mixing densities and distributions. Ann Stat. 1990;18(2):806–831.
- Meister A. Deconvolution problems in nonparametric statistics. Berlin, Heidelberg: Springer; 2009. (Lecture notes in statistics; p. 5–138).
- Belomestny D, Goldenshluger A. Density deconvolution under general assumptions on the distribution of measurement errors. Ann Stat. 2021;49(2):615–649. doi: 10.1214/20-AOS1969
- Belomestny D, Goldenshluger A. Nonparametric density estimation from observations with multiplicative measurement errors. Ann I H Poincare-PR, Probab et Stat. 2020;56(1):36–67.
- Brenner Miguel S, Comte F, Johannes J. Linear functional estimation under multiplicative measurement errors; 2021. Available from: arXiv:2111.14920.
- Brenner Miguel S, Phandoidaen N. Multiplicative deconvolution in survival analysis under dependency. Statistics. 2022;56(2):297–328. doi: 10.1080/02331888.2022.2058503
- Kawata T. Fourier analysis in probability theory. New York and London: Academic Press; 1972.
- Lin Z, Bai Z. Probability inequalities. Beijing: Science Press; 2011.
- Belomestny D, Panov V. Statistical inference for generalized Ornstein–Uhlenbeck processes. Electron J Stat. 2015;9(2):1974–2006. doi: 10.1214/15-EJS1063
- Fournier N, Printems J. Absolute continuity for some one-dimensional processes. Bernoulli. 2010;16(2):343–360. doi: 10.3150/09-BEJ215
- Lukacs E. Characteristic functions. 2nd ed. London: Griffin; 1970.
- Delaigle A. Deconvolution kernel density estimation. In: Handbook of measurement error models. Chapman and Hall/CRC; 2021. p. 185–220.