A ridge-parameter approach to deconvolution
From MaRDI portal
Abstract: Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely supported and its characteristic function does not ever vanish. Even in these settings, optimal convergence rates are achieved by kernel estimators only when the kernel is chosen to adapt to the unknown smoothness of the target distribution. In this paper we suggest alternative ridge methods, not involving kernels in any way. We show that ridge methods (a) do not require the assumption that the error-distribution characteristic function is nonvanishing; (b) adapt themselves remarkably well to the smoothness of the target density, with the result that the degree of smoothness does not need to be directly estimated; and (c) give optimal convergence rates in a broad range of settings.
Recommendations
Cites work
- scientific article; zbMATH DE number 775754 (Why is no real title available?)
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- A consistent nonparametric density estimator for the deconvolution problem
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- Are There Two Regressions?
- Berkson measurement error in designed repeated measures studies with random coefficients
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Consistent deconvolution in density estimation
- Data-driven deconvolution
- Deconvolution with supersmooth distributions
- Deconvolving kernel density estimators
- Density estimation in the uniform deconvolution model
- Density estimation with normal measurement error with unknown variance
- Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
- Finite sample penalization in adaptive density deconvolution
- Fourier methods for estimating mixing densities and distributions
- Nonparametric regression with errors in variables
- Nonparametric volatility density estimation
- On the effect of estimating the error density in nonparametric deconvolution
- On the effect of misspecifying the error density in a deconvolution problem
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Optimal iterative density deconvolution
- Penalized contrast estimator for adaptive density deconvolution
- Practical bandwidth selection in deconvolution kernel density estimation
- Rates of convergence of some estimators in a class of deconvolution problems
- Sharp Optimality in Density Deconvolution with Dominating Bias. I
- Wavelet deconvolution
Cited in
(50)- Two modeling strategies for empirical Bayes estimation
- Density deconvolution from grouped data with additive errors
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- Density deconvolution with associated stationary data.
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation
- Specification testing for errors-in-variables models
- Density deconvolution in a non-standard case of heteroscedastic noises
- On general consistency in deconvolution mode estimation
- Nonparametric estimation of additive models with errors-in-variables
- Oracle inequalities and adaptive estimation in the convolution structure density model
- The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
- Combining kernel estimators in the uniform deconvolution problem
- Density estimation with heteroscedastic error
- Wavelet estimations for densities and their derivatives with Fourier oscillating noises
- Linear functional estimation under multiplicative measurement error
- Plug-in \(L_2\)-upper error bounds in deconvolution, for a mixing density estimate in \(\mathbb{R}^d\) and for its derivatives, via the \(L_1\)-error for the mixture
- Strong consistency of wavelet estimators for errors-in-variables regression model
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- A deconvolution path for mixtures
- Statistical inference for renewal processes
- Multiple testing of composite null hypotheses in heteroscedastic models
- Ridge-parameter regularization to deconvolution problem with unknown error distribution
- Wavelet-based density estimation in a heteroscedastic convolution model
- Density deconvolution under general assumptions on the distribution of measurement errors
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
- Bivariate uniform deconvolution
- Nonparametric estimation of \(\mathbb{P}(X<Y)\) from noisy data samples with non-standard error distributions
- Errors-in-variables jump regression using local clustering
- Wavelet estimations for heteroscedastic super smooth errors
- Deconvolution of cumulative distribution function with unknown noise distribution
- Distribution estimation of a sum random variable from noisy samples
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- On the uniform convergence of deconvolution estimators from repeated measurements
- A spectral method for deconvolving a density
- Nonparametric significance testing in measurement error models
- Bandwidth selection for nonparametric regression with errors-in-variables
- Deconvolving compactly supported densities
- Anisotropic adaptive kernel deconvolution
- Möbius deconvolution on the hyperbolic plane with application to impedance density estimation
- Parametric deconvolution of positive spike trains.
- Density deconvolution in a two-level heteroscedastic model with unknown error density
- Inference on distribution functions under measurement error
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
- Tikhonov's regularization to the deconvolution problem
- scientific article; zbMATH DE number 7508930 (Why is no real title available?)
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- Multiplicative deconvolution in survival analysis under dependency
- A mollifier approach to the deconvolution of probability densities
- On testing for local monotonicity in deconvolution problems
This page was built for publication: A ridge-parameter approach to deconvolution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2456010)
