Gaussian deconvolution via differentiation

DOI10.2307/3315571MaRDI QIDQ4016409zbMATH OpenOpenAlexFDO

Authors Elias Masry, John Rice

Publication date 14 December 1992

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

Full work available at URL https://doi.org/10.2307/3315571

zbMATH Keywords

rate of convergenceconvolutiondifferentiationdeconvolutionnonparametric function estimationGaussian densityL2-norm convergencelinear combination of estimates of derivativespointwise optimal rate

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• Consistent deconvolution in density estimation
• Deconvolving kernel density estimators
• Estimation of a Probability Density Function and Its Derivatives
• On smoothed probability density estimation for stationary processes
• On the optimal rates of convergence for nonparametric deconvolution problems
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(11)

• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
• Iterative density estimation from contaminated observations
• On Hong-Tamer's estimator in nonlinear errors-in-variable regression models
• Deconvolving a density from contaminated dependent observations
• Deconvolution of optical broadening in semiconductors
• Simple kernel estimators for certain nonparametric deconvolution problems
• Some remarks on generalized Gaussian noise
• Optimal iterative density deconvolution
• Image restoration
• Nonparametric Berkson regression under normal measurement error and bounded design
• Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance

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