Consistent and rate-optimal density estimation from heteroscedastic data groups

DOI10.1016/J.JSPI.2008.08.019MaRDI QIDQ1011529zbMATH OpenOpenAlexFDO

Authors Alexander Meister, Ulrich Stadtmüller, Christian Wagner

Publication date 8 April 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.08.019

zbMATH Keywords

deconvolutionminimax convergence ratesaggregated datanonlinear statistical inverse problems

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Optimal convergence rates for density estimation from grouped data
• Bayesian density estimation from grouped continuous data
• Multivariate density estimation from privatised data: universal consistency and minimax rates
• Density estimation with replicate heteroscedastic measurements
• Group-linear empirical Bayes estimates for a heteroscedastic normal mean
• Robust and efficient estimation under data grouping
• Consistency of minimum divergence estimators based on grouped data

Cites work

• scientific article; zbMATH DE number 4001210 (Why is no real title available?)
• A NOTE ON IDENTIFICATION WITH AVERAGED DATA
• A kernel type nonparametric density estimator for decompounding
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• Deconvolution from panel data with unknown error distribution
• Deconvolving kernel density estimators
• NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA
• Nonparametric estimation of the measurement error model using multiple indicators.
• On deconvolution with repeated measurements
• On the optimal rates of convergence for nonparametric deconvolution problems
• Optimal Rates of Convergence for Deconvolving a Density
• Optimal convergence rates for density estimation from grouped data
• Rootnconsistent density estimators for sums of independent random variables
• Semiparametric Estimation of Regression Models for Panel Data

Cited in

(5)

• Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean
• Density deconvolution from grouped data with additive errors
• Multivariate density estimation from privatised data: universal consistency and minimax rates
• Optimal convergence rates for density estimation from grouped data
• Density estimation from aggregate data

This page was built for publication: Consistent and rate-optimal density estimation from heteroscedastic data groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1011529)