Structural adaptive deconvolution under L_p-losses

DOI10.3103/S1066530716010026zbMATH Open1342.62054MaRDI QIDQ726580FDOQ726580

Authors Gilles Rebelles

Publication date 12 July 2016

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.06246

zbMATH Keywords

density estimationadaptationconcentration inequalitydeconvolutionkernel estimatororacle inequalityindependence structure

Mathematics Subject Classification ID

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

Abstract: In this paper, we address the problem of estimating a multidimensional density $f$ by using indirect observations from the statistical model $Y=X+varepsilon$. Here, $varepsilon$ is a measurement error independent of the random vector $X$ of interest, and having a known density with respect to the Lebesgue measure. Our aim is to obtain optimal accuracy of estimation under $L_p$-losses when the error $varepsilon$ has a characteristic function with a polynomial decay. To achieve this goal, we first construct a kernel estimator of $f$ which is fully data driven. Then, we derive for it an oracle inequality under very mild assumptions on the characteristic function of the error $varepsilon$. As a consequence, we get minimax adaptive upper bounds over a large scale of anisotropic Nikolskii classes and we prove that our estimator is asymptotically rate optimal when $pin[2,+infty]$. Furthermore, our estimation procedure adapts automatically to the possible independence structure of $f$ and this allows us to improve significantly the accuracy of estimation.

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Cited in

(13)

• Anisotropic multivariate deconvolution using projection on the Laguerre basis
• Adaptive procedure for Fourier estimators: application to deconvolution and decompounding
• Deconvolution for some singular density errors via a combinatorial median of means approach
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