Fast nonparametric estimation for convolutions of densities

DOI10.1002/cjs.11191zbMath1348.62119MaRDI QIDQ2870712

Fabien Navarro, Fabienne Comte, Christophe Chesneau

Publication date: 21 January 2014

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11191

zbMATH Keywords

kernel estimation; nonparametric estimation; minimax rate; convolution of densities

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

Related Items

The mean consistency of wavelet estimators for convolutions of the density functions, Nonparametric density estimation in compound Poisson processes using convolution power estimators, Estimation of convolution in the model with noise, Estimation of the Jump Size Density in a Mixed Compound Poisson Process

Uses Software

• AS 176

Cites Work

• Unnamed Item
• Convolution power kernels for density estimation
• Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
• On the optimal rates of convergence for nonparametric deconvolution problems
• Donsker-type theorems for nonparametric maximum likelihood estimators
• On convergence and convolutions of random signed measures
• On the distribution of the (un)bounded sum of random variables
• Estimation of sums of random variables: examples and information bounds
• Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• On local \(U\)-statistic processes and the estimation of densities of functions of several sample variables
• On the estimation of the marginal density of a moving average process
• Optimal Rates of Convergence for Deconvolving a Density
• Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
• Estimating Densities of Functions of Observations
• On the effect of estimating the error density in nonparametric deconvolution
• Analysis of kernel density estimation of functions of random variables
• Rootnconsistent density estimators for sums of independent random variables
• On a Problem of Adaptive Estimation in Gaussian White Noise
• Optimal bandwidths for kernel density estimators of functions of observations