Adaptively local one-dimensional subproblems with application to a deconvolution problem
Let \(X_ 1,\dots,X_ n\) be i.i.d. random variables with the density function \(f \in {\mathcal F}\), where \({\mathcal F}\) is some set of density functions. By a random sample \(X_ 1, \dots,X_ n\) of the function, \(T\circ f(x)\) is estimated and the global loss function \[ L(d,T \circ f)=\left( \int^ b_ a | T \circ f(x)-d(x) |^ pw(x)dx \right)^{1/p} \] is introduced, where \(w(x)\) is a weight function estimating \(T \circ f(x)\). The main result of this paper establishes a class of density functions \({\mathcal F}\), for which a lower bound holds for the risk function \[ \min_{\hat T_ n}\sup_{f \in{\mathcal F}}EL^ p(\hat T_ n,T \circ f), \] where \(\hat T_ n\) is some estimate. This result is applied to estimation of derivatives of the unknown density function \((T \circ f=f^{(k)}(x))\), estimation of convolutions and estimation of regression curves.
- Density estimation with heteroscedastic error
- On testing for local monotonicity in deconvolution problems
- Consistent and rate-optimal density estimation from heteroscedastic data groups
- Adaptive wavelet estimator for nonparametric density deconvolution
- Optimal spherical deconvolution
- Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
- Oracle inequalities and adaptive estimation in the convolution structure density model
- Log-density estimation in linear inverse problems
- Anisotropic adaptive kernel deconvolution
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
- Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one
- Nonparametric estimation of mixing densities for discrete distributions
- Deconvolution from panel data with unknown error distribution
- Least squares type estimation of the transition density of a particular hidden Markov chain
- Global uniform risk bounds for wavelet deconvolution estimators
- Deconvolving compactly supported densities
- A ridge-parameter approach to deconvolution
- Rates of convergence for nonparametric deconvolution
- Estimating the support of multivariate densities under measurement error
- Nonparametric estimation of the mixing density using polynomials
- Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures
- Optimal convergence rates for density estimation from grouped data
- A wavelet method for unfolding sphere size distributions
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- Bivariate uniform deconvolution
- A spectral method for deconvolving a density
- Combining kernel estimators in the uniform deconvolution problem
- On anL1Consistent Wavelet Density Estimator for the Deconvolution Problem
- Support estimation via moment estimation in presence of noise
- Corrected local polynomial estimation in varying-coefficient models with measurement errors
- Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
- Invariance principles for deconvoluting kernel density estimation
- ON A STRONGLY CONSISTENT WAVELET DENSITY ESTIMATOR FOR THE DECONVOLUTION PROBLEM
- Manifold estimation and singular deconvolution under Hausdorff loss
- Statistical inference for fixed-effects partially linear regression models with errors in variables
- Optimal iterative density deconvolution
- On the effect of misspecifying the error density in a deconvolution problem
- Parametrically assisted nonparametric estimation of a density in the deconvolution problem
- Hermite density deconvolution
- On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
- 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
- Lower bounds in the convolution structure density model
- Hermite regression estimation in noisy convolution model
- Generalized kernel density estimation with limited data contamination
- On optimal uniform deconvolution
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
- Estimation of distributions, moments and quantiles in deconvolution problems
- Methodology and convergence rates for functional linear regression
This page was built for publication: Adaptively local one-dimensional subproblems with application to a deconvolution problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688369)
