Gaussian deconvolution via differentiation

DOI10.2307/3315571zbMATH Open0761.62043OpenAlexW2089863550MaRDI QIDQ4016409FDOQ4016409

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

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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)

Cites Work

• Deconvolving kernel density estimators
• 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
• Consistent deconvolution in density estimation
• On smoothed probability density estimation for stationary processes
• Estimation of a Probability Density Function and Its Derivatives

Cited In (11)

• On Hong-Tamer's estimator in nonlinear errors-in-variable regression models
• Iterative density estimation from contaminated observations
• 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
• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables

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