2 citations · 4 across the 6 of their papers we have counts for
7 papers
Multiplicative deconvolution under unknown error distribution
Sergio Brenner Miguel, Jan Johannes, Maximilian Siebel
We consider a multiplicative deconvolution problem, in which the density or the survival function of a strictly positive random variable is estimated nonparametricall…
Volatility density estimation by multiplicative deconvolution
Sergio Brenner Miguel
We study the non-parametric estimation of an unknown stationary density fV of an unobserved strictly stationary volatility process on $\IRp^2 := (0,\infty)^2$…
Linear functional estimation under multiplicative measurement errors
Sergio Brenner Miguel, Fabienne Comte, Jan Johannes
We study the non-parametric estimation of the value of a linear functional evaluated at an unknown density function f with support on based on an i.i.d. sample with m…
Multiplicative deconvolution estimator based on a ridge approach
Sergio Brenner Miguel
We study the non-parametric estimation of an unknown density f with support on R+ based on an i.i.d. sample with multiplicative measurement errors. The proposed fully-data driven p…
Anisotropic spectral cut-off estimation under multiplicative measurement errors
Sergio Brenner Miguel
We study the non-parametric estimation of an unknown density f with support on R+^d based on an i.i.d. sample with multiplicative measurement errors. The proposed fully-data driven…
Spectral cut-off regularisation for density estimation under multiplicative measurement errors
Sergio Brenner Miguel, Fabienne Comte, Jan Johannes
We study the non-parametric estimation of an unknown density f with support on R+ based on an i.i.d. sample with multiplicative measurement errors. The proposed fully data driven p…
Data-driven aggregation in non-parametric density estimation on the real line
Sergio Brenner Miguel, Jan Johannes
We study non-parametric estimation of an unknown density with support in R (respectively R+). The proposed estimation procedure is based on the projection on finite dimensional sub…