Bayesian Semiparametric Multivariate Density Deconvolution

Dirichlet–Laplace Priors for Optimal Shrinkage

(2015) Anirban Bhattacharya et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bayesian Semiparametric Density Deconvolution in the Presence of Conditionally Heteroscedastic Measurement Errors

(2014) Abhra Sarkar et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Anisotropic adaptive kernel deconvolution

(2013) F. Comte et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Extreme deconvolution: Inferring complete distribution functions from noisy, heterogeneous and incomplete observations

(2011) Jo Bovy et al.   Annals of Applied Statistics

Sparse Bayesian infinite factor models

(2011) A. Bhattacharya et al.   BIOMETRIKA

A Covariance Regression Model

(2011) Peter D. Hoff et al.   STATISTICA SINICA

The horseshoe estimator for sparse signals

(2010) C. M. Carvalho et al.   BIOMETRIKA

Identification and estimation of nonlinear models using two samples with nonclassical measurement errors

(2010) Raymond J. Carroll et al.   JOURNAL OF NONPARAMETRIC STATISTICS

ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS

(2010) Xavier D’Haultfoeuille   ECONOMETRIC THEORY

Semiparametric Density Deconvolution

(2009) MARTIN L. HAZELTON et al.   SCANDINAVIAN JOURNAL OF STATISTICS

Instrumental Variable Treatment of Nonclassical Measurement Error Models

(2008) Yingyao Hu et al.   ECONOMETRICA

Density Estimation in the Presence of Heteroscedastic Measurement Error

(2008) John Staudenmayer et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Nonparametric density deconvolution by weighted kernel estimators

(2008) Martin L. Hazelton et al.   STATISTICS AND COMPUTING