On the optimal rates of convergence for nonparametric deconvolution problems

DOI10.1214/AOS/1176348248zbMATH Open0729.62033OpenAlexW2067994512WikidataQ54065932 ScholiaQ54065932MaRDI QIDQ806852FDOQ806852

Authors: Jianqing Fan 

Publication date: 1991

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348248

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zbMATH Keywords

optimal rates of convergenceFourier transformationdeconvolution kernel density estimatorsestimation of distributionsmoothness of error distributions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Compound decision problems in statistical decision theory (62C25)

Cited In (only showing first 100 items - show all)

• Supermix: sparse regularization for mixtures
• Local indirect least squares and average marginal effects in nonseparable structural systems
• Support estimation via moment estimation in presence of noise
• Measurement error and deconvolution in spaces of generalized functions
• Pointwise deconvolution with unknown error distribution
• Nonparametric estimation of additive models with errors-in-variables
• Density deconvolution in the circular structural model
• Wavelet estimation of a density in a GARCH-type model
• Can we trust the bootstrap in high-dimensions? The case of linear models
• Nonparametric density estimation from data with a mixture of Berkson and classical errors
• Supersmooth density estimations over \(L^p\) risk by wavelets
• Data-driven deconvolution
• Iterative density estimation from contaminated observations
• Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
• On deconvolution as a first stage nonparametric estimator
• Lack-of-fit testing in errors-in-variables regression model with validation data
• Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions
• Strong identifiability and optimal minimax rates for finite mixture estimation
• Log density deconvolution by wavelet thresholding
• CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
• Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
• Optimal bandwidth selection for multivariate kernel deconvolution density estimation
• Adaptivity in convolution models with partially known noise distribution
• Simple kernel estimators for certain nonparametric deconvolution problems
• Nonparametric adaptive estimation for grouped data
• Deconvolving multidimensional density from partially contaminated observations
• Ridge-parameter regularization to deconvolution problem with unknown error distribution
• Log-density estimation in linear inverse problems
• Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise
• On strong identifiability and convergence rates of parameter estimation in finite mixtures
• Simultaneous inspection of variable equivalence for finite populations
• Deconvolution with arbitrarily smooth kernels
• Data-driven boundary estimation in deconvolution problems
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• Error bounds for spectral enhancement which are based on variable Hilbert scale inequalities
• Empirical Bayes testing for a normal mean: variance unknown case
• Deconvolution boundary kernel method in nonparametric density estimation
• Directional mixture models and optimal estimation of the mixing density
• Direct estimation of linear functionals from indirect noisy observations
• Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale
• A spectral method for deconvolving a density
• Nonparametric estimation in time series with measurement errors
• Adaptive density estimation for general ARCH models
• Density estimation in the presence of noise
• Multivariate regression estimation with errors-in-variables for stationary processes
• Accelerated convergence for nonparametric regression with coarsened predictors
• Nonparametric specification tests for stochastic volatility models based on volatility density
• Estimation of a multivariate stochastic volatility density by kernel deconvolution
• B-Spline deconvolution based on the Em algorithm
• Finite sample performance of deconvolving density estimators
• Inference on distribution functions under measurement error
• Nonparametric estimation in a mixed-effect Ornstein-Uhlenbeck model
• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• Optimal convergence rates for density estimation from grouped data
• Gaussian deconvolution via differentiation
• On optimal kernel choice for deconvolution
• Parametric and nonparametric models and methods in financial econometrics
• Estimation of distributions, moments and quantiles in deconvolution problems
• Variable selection in finite mixture of generalized estimating equations
• Mixtures of linear regression with measurement errors
• Information bounds for inverse problems with application to deconvolution and Lévy models
• A review of semiparametric mixture models
• Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance
• Intensity Estimation for Spatial Point Processes Observed with Noise
• Renormalization exponents and optimal pointwise rates of convergence
• Well-posedness of measurement error models for self-reported data
• Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
• Nonparametric estimation of random-effects densities in linear mixed-effects model
• Adaptive estimation of the transition density of a particular hidden Markov chain
• Rates of convergence of some estimators in a class of deconvolution problems
• Nonparametric estimation of the measurement error model using multiple indicators.
• Minimax estimation for mixtures of Wishart distributions
• Nonparametric regression with errors in variables and applications
• Adaptive quantile estimation in deconvolution with unknown error distribution
• Consistent density deconvolution under partially known error distribution
• Adaptive circular deconvolution by model selection under unknown error distribution
• Estimating smooth distribution function in the presence of heteroscedastic measurement errors
• On Convergence Rates in Nonparametric Problems
• Optimal rates of convergence for nonparametric statistical inverse problems
• Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
• Testing for lack of fit in inverse regression-with applications to biophotonic imaging
• Deconvolution from panel data with unknown error distribution
• New adaptive strategies for nonparametric estimation in linear mixed models
• Global rate results for the MLE in a class of deconvolution models
• NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
• The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution
• Deconvolution methods for non-parametric inference in two-level mixed models
• A uniform central limit theorem and efficiency for deconvolution estimators
• Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
• Wavelet estimations for densities and their derivatives with Fourier oscillating noises
• Robust estimation of generalized linear models with measurement errors.
• Goodness-of-fit testing and quadratic functional estimation from indirect observations
• Testing the suitability of polynomial models in errors-in-variables problems
• Regression model checking with Berkson measurement errors
• Consistency of a recursive estimate of mixing distributions
• Sharp minimaxity and spherical deconvolution for super-smooth error distributions
• Stochastic approximation and Newton's estimate of a mixing distribution
• Global uniform risk bounds for wavelet deconvolution estimators
• Deconvolution density estimation on \(\text{SO}(N)\)
• On an empirical Bayes test for a normal mean.

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