Consistent deconvolution in density estimation

DOI10.2307/3314852zbMath0679.62029OpenAlexW2054038223MaRDI QIDQ4729171

Luc P. Devroye

Publication date: 1989

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/419491797938426b95dc649698b690dea79ffdbb

zbMATH Keywords

convergenceconsistencycharacteristic functiondeconvolutionsignal detectionrandom noisedensity estimate

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (69)

Deconvolution with unknown noise distribution is possible for multivariate signals ⋮ Bootstrap bandwidth selection in kernel density estimation from a contaminated sample ⋮ Deconvolution with unknown error distribution ⋮ Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors ⋮ Estimation of convolution in the model with noise ⋮ Wavelet Estimation of a Density in a GARCH-type Model ⋮ SOME EXTENSIONS OF A LEMMA OF KOTLARSKI ⋮ The mean consistency of wavelet estimators for convolutions of the density functions ⋮ Deconvolution Methods for Non-Parametric Inference in two-level Mixed Models ⋮ Wavelet density estimators for the deconvolution of a component from a mixture ⋮ Unnamed Item ⋮ Wavelet estimations for densities and their derivatives with Fourier oscillating noises ⋮ Finite sample performance of deconvolving density estimators ⋮ Gaussian deconvolution via differentiation ⋮ A note on deconvolution density estimation ⋮ On general consistency in deconvolution mode estimation ⋮ Deconvolution with supersmooth distributions ⋮ Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials ⋮ Estimation of incubation period and generation time based on observed length‐biased epidemic cohort with censoring for COVID‐19 outbreak in China ⋮ Density deconvolution with associated stationary data. ⋮ Deconvolution from panel data with unknown error distribution ⋮ Deconvolution for an atomic distribution ⋮ Generalized deconvolution estimation by multiwavelets ⋮ Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates ⋮ Unnamed Item ⋮ Moderate deviations for some nonparametric estimators with errors in variables ⋮ Density estimation with replicate heteroscedastic measurements ⋮ Adaptive circular deconvolution by model selection under unknown error distribution ⋮ Deconvolution for the Wasserstein metric and geometric inference ⋮ Deconvolving compactly supported densities ⋮ Invariance principles for deconvoluting kernel density estimation ⋮ Point-wise wavelet estimation in the convolution structure density model ⋮ Density deconvolution in a non-standard case of heteroscedastic noises ⋮ A ridge-parameter approach to deconvolution ⋮ Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables ⋮ Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems ⋮ Theoretical aspects of ill-posed problems in statistics ⋮ On the meanL¹-error in the heteroscedastic deconvolution problem with compactly supported noises ⋮ Nonparametric estimation in time series with measurement errors ⋮ Density estimation of a mixture distribution with unknown point-mass and normal error ⋮ Estimation of distributions, moments and quantiles in deconvolution problems ⋮ Practical bandwidth selection in deconvolution kernel density estimation ⋮ ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS ⋮ A SPECTRAL METHOD FOR DECONVOLVING A DENSITY ⋮ Tikhonov’s Regularization to the Deconvolution Problem ⋮ On the effect of misspecifying the error density in a deconvolution problem ⋮ Deconvolution of a cumulative distribution function with some non-standard noise densities ⋮ Rates of convergence for nonparametric deconvolution ⋮ Estimating the support of multivariate densities under measurement error ⋮ Bayesian Semiparametric Multivariate Density Deconvolution ⋮ On A strongly consistent nonparametric density estimator for the deconvolution problem ⋮ Finite sample penalization in adaptive density deconvolution ⋮ Plug-in L₂-upper error bounds in deconvolution, for a mixing density estimate in R^d and for its derivatives, via the L₁-error for the mixture ⋮ Density deconvolution under general assumptions on the distribution of measurement errors ⋮ Bivariate kernel deconvolution with panel data ⋮ Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation ⋮ Deconvolution density estimation on \(\text{SO}(N)\) ⋮ Deconvolution boundary kernel method in nonparametric density estimation ⋮ Asymptotic behaviour of the predictive density in the exchangeable case ⋮ Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution ⋮ Support estimation via moment estimation in presence of noise ⋮ Data driven smooth test for contaminated data ⋮ Penalized contrast estimator for adaptive density deconvolution ⋮ Adaptive wavelet estimator for nonparametric density deconvolution ⋮ Consistency of maximum likelihood estimators in a large class of deconvolution models ⋮ The mean consistency of wavelet density estimators ⋮ Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model ⋮ Ridge-parameter regularization to deconvolution problem with unknown error distribution ⋮ A note on the adaptive estimation of the differential entropy by wavelet methods

Cites Work

• The kernel estimate is relatively stable
• Mean square error properties of density estimates
• Mean integrated square error properties of density estimates
• Remarks on Some Nonparametric Estimates of a Density Function
• Deconvolving kernel density estimators
• Optimal Rates of Convergence for Deconvolving a Density
• The estimation of a probability density function from measurements corrupted by Poisson noise (Corresp.)
• On Estimation of a Probability Density Function and Mode

This page was built for publication: Consistent deconvolution in density estimation