Density deconvolution based on wavelets with bounded supports
Abbreviated Journal Title
Stat. Probab. Lett.
deconvolution; wavelet; thresholding; NONPARAMETRIC DECONVOLUTION; INVERSE PROBLEMS; OPTIMAL RATES; DECOMPOSITION; CONVERGENCE; Statistics & Probability
Under the assumption that both convolution densities, g and q, have finite degrees of smoothness, we construct a nonlinear wavelet estimator of the unknown density g based on wavelets with bounded supports. We show that this estimator provides local adaptivity to the unknown smoothness of g and, hence, performs better than the estimator based on Meyer-type wavelets if g has irregular behavior. (C) 2002 Elsevier Science B.V. All rights reserved.
Statistics & Probability Letters
"Density deconvolution based on wavelets with bounded supports" (2002). Faculty Bibliography 2000s. 3396.