Optimal iterative density deconvolution

DOI10.1080/10485250410001690086zbMath1059.62033OpenAlexW1969028756MaRDI QIDQ4653506

Alexander Meister, Christian H. Hesse

Publication date: 7 March 2005

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

Full work available at URL: https://doi.org/10.1080/10485250410001690086

zbMATH Keywords

minimax ratescontaminated observationsestimator sequence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography ⋮ Iterative kernel density estimation from noisy-dependent observations ⋮ Global uniform risk bounds for wavelet deconvolution estimators ⋮ Deconvolving compactly supported densities ⋮ Asymptotics for TAYLEX and SIMEX estimators in deconvolution of densities ⋮ A ridge-parameter approach to deconvolution ⋮ Estimation of distributions, moments and quantiles in deconvolution problems

Cites Work

• Unnamed Item
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• On the optimal rates of convergence for nonparametric deconvolution problems
• Mean integrated square error properties of density estimates
• Rates of convergence of some estimators in a class of deconvolution problems
• Density estimation in the presence of noise
• Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
• Adaptive wavelet estimator for nonparametric density deconvolution
• Sharp adaptation for inverse problems with random noise
• Deconvolving a density from partially contaminated observations
• On pointwise adaptive nonparametric deconvolution
• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
• Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
• A Consistent Estimator of a Component of a Convolution
• A consistent nonparametric density estimator for the deconvolution problem
• Deconvolving kernel density estimators
• Optimal Rates of Convergence for Deconvolving a Density
• Gaussian deconvolution via differentiation
• Deconvolution with supersmooth distributions
• Logspline Deconvolution in Besov Space
• Data-driven deconvolution
• On the effect of estimating the error density in nonparametric deconvolution
• Robust and efficient recovery of a signal passed through a filter and then contaminated by non-Gaussian noise
• Density Estimation for the Case of Supersmooth Measurement Error
• The Empirical Bayes Approach to Statistical Decision Problems
• On the Estimation of the Probability Density, I