Adaptive quantile estimation in deconvolution with unknown error distribution
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Publication:5963497
DOI10.3150/14-BEJ626zbMath1388.62095arXiv1303.1698OpenAlexW3103530913MaRDI QIDQ5963497
Itai Dattner, Mathias Trabs, Markus Reiss
Publication date: 22 February 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.1698
distribution functiondeconvolutionadaptive estimationminimax convergence ratesplug-in estimatorquantile functionrandom Fourier multiplier
Related Items (19)
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes ⋮ Statistical deconvolution of the free Fokker-Planck equation at fixed time ⋮ Convergence and Error Propagation Results on a Linear Iterative Unfolding Method ⋮ Bayesian inverse problems with unknown operators ⋮ Deconvolution of \(P(X<Y)\) with supersmooth error distributions ⋮ A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes ⋮ Sparse covariance matrix estimation in high-dimensional deconvolution ⋮ Dispersal density estimation across scales ⋮ Laguerre deconvolution with unknown matrix operator ⋮ Adaptive density estimation in deconvolution problems with unknown error distribution ⋮ Adaptive estimation of marginal random-effects densities in linear mixed-effects models ⋮ Uniform confidence bands in deconvolution with unknown error distribution ⋮ 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 ⋮ Unnamed Item ⋮ AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR ⋮ Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error ⋮ Nonparametric regression on Lie groups with measurement errors
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