Deconvolution for an atomic distribution: rates of convergence

DOI10.1080/10485252.2011.576763MaRDI QIDQ3106439zbMATH OpenOpenAlexFDO

Authors Shota Gugushvili, Peter Spreij, Bert van Es

Publication date 21 December 2011

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.1906

zbMATH Keywords

Fourier inversionkernel smoothingmean integrated square errormean square erroroptimal convergence rate

Mathematics Subject Classification ID

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

Abstract: Let $X_1,\mathrm{...},X_n$ be i.i.d. copies of a random variable $X=Y+Z,$ where $X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are unobservable and that $Y=AV,$ where $A$ and $V$ are independent, $A$ has a Bernoulli distribution with probability of success equal to $1-p$ and $V$ has a distribution function $F$ with density $f.$ Let the random variable $Z$ have a known distribution with density $k.$ Based on a sample $X_1,\mathrm{...},X_n,$ we consider the problem of nonparametric estimation of the density $f$ and the probability $p.$ Our estimators of $f$ and $p$ are constructed via Fourier inversion and kernel smoothing. We derive their convergence rates over suitable functional classes. By establishing in a number of cases the lower bounds for estimation of $f$ and $p$ we show that our estimators are rate-optimal in these cases.

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Cites work

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Cited in

(9)

• Deconvolution estimation of mixture distributions with boundaries
• Density estimation of a mixture distribution with unknown point-mass and normal error
• Least squares sieve estimation of mixture distributions with boundary effects
• Deconvolution for an atomic distribution
• scientific article; zbMATH DE number 1327925 (Why is no real title available?)
• A note on a fixed-point method for deconvolution
• Cytometry inference through adaptive atomic deconvolution
• Deconvolution of cumulative distribution function of continuous component from a mixture distribution
• The cumulative distribution function of a mixture model with normal error

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