Deconvolution for some singular density errors via a combinatorial median of means approach (Q6062700)
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scientific article; zbMATH DE number 7761501
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English | Deconvolution for some singular density errors via a combinatorial median of means approach |
scientific article; zbMATH DE number 7761501 |
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Deconvolution for some singular density errors via a combinatorial median of means approach (English)
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6 November 2023
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Summary: We present a versatile and model based procedure for estimating a density in a deconvolution setting where the error density is assumed to be singular enough. We assess the quality of our estimator by establishing non-asymptotic risk bounds for the \(\mathbb{L}^1\) loss. We specify them when the density is piecewise constant on a finite number of (unknown) pieces, when it is unimodal, and when it is concave/convex.
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density deconvolution
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combinatorial method
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shape constraints
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