Adaptive quantile estimation in deconvolution with unknown error distribution
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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.
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Cited in
(28)- 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
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
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- scientific article; zbMATH DE number 7415115 (Why is no real title available?)
- Inference on distribution functions under measurement error
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