Adaptive quantile estimation in deconvolution with unknown error distribution
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Publication:5963497
DOI10.3150/14-BEJ626zbMATH Open1388.62095arXiv1303.1698OpenAlexW3103530913MaRDI QIDQ5963497FDOQ5963497
Itai Dattner, Mathias Trabs, Markus Reiß
Publication date: 22 February 2016
Published in: Bernoulli (Search for Journal in Brave)
Abstract: Quantile estimation in deconvolution problems is studied comprehensively. In particular, the more realistic setup of unknown error distributions is covered. Our plug-in method is based on a deconvolution density estimator and is minimax optimal under minimal and natural conditions. This closes an important gap in the literature. Optimal adaptive estimation is obtained by a data-driven bandwidth choice. As a side result, we obtain optimal rates for the plug-in estimation of distribution functions with unknown error distributions. The method is applied to a real data example.
Full work available at URL: https://arxiv.org/abs/1303.1698
deconvolutionadaptive estimationdistribution functionquantile functionminimax convergence ratesplug-in estimatorrandom Fourier multiplier
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Cited In (23)
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
- Nonparametric regression on Lie groups with measurement errors
- Adaptive Quantile Estimation and its Application in Analysis of Biological Signals
- AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR
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- Dispersal density estimation across scales
- Wasserstein convergence in Bayesian and frequentist deconvolution models
- Uniform confidence bands in deconvolution with unknown error distribution
- Title not available (Why is that?)
- Bandwidth selection in kernel empirical risk minimization via the gradient
- Smooth backfitting for errors-in-variables additive models
- Inference on distribution functions under measurement error
- Laguerre deconvolution with unknown matrix operator
- Density estimation and regression analysis on hyperspheres in the presence of measurement error
- Bayesian inverse problems with unknown operators
- Deconvolution of \(P(X<Y)\) with supersmooth error distributions
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