Penalized contrast estimator for adaptive density deconvolution
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Abstract: The authors consider the problem of estimating the density of independent and identically distributed variables , from a sample where , , is a noise independent of , with having known distribution. They present a model selection procedure allowing to construct an adaptive estimator of and to find non-asymptotic bounds for its -risk. The estimator achieves the minimax rate of convergence, in most cases where lowers bounds are available. A simulation study gives an illustration of the good practical performances of the method.
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