Optimal convergence rates for density estimation from grouped data

DOI10.1016/J.SPL.2007.01.013MaRDI QIDQ2643380zbMATH OpenOpenAlexFDO

Authors Alexander Meister

Publication date 23 August 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.01.013

zbMATH Keywords

aggregated datacross-validationdeconvolutionminimax convergence ratesnonparametric estimation

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

• A kernel type nonparametric density estimator for decompounding
• A NOTE ON IDENTIFICATION WITH AVERAGED DATA
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• Deconvolving kernel density estimators
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Fourier methods for estimating mixing densities and distributions
• Geometrizing rates of convergence. II
• Geometrizing rates of convergence. III
• NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA
• On the optimal rates of convergence for nonparametric deconvolution problems
• Optimal Rates of Convergence for Deconvolving a Density
• Rootnconsistent density estimators for sums of independent random variables
• Semiparametric Estimation of Regression Models for Panel Data

Cited in

(4)

• Consistent and rate-optimal density estimation from heteroscedastic data groups
• Density deconvolution from grouped data with additive errors
• Asymptotical efficiency of MLE with grouped data
• Nonparametric adaptive estimation for grouped data

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