Density deconvolution of different conditional distributions
Abbreviated Journal Title
Ann. Inst. Stat. Math.
deconvolution; ill-posed problem; probability density; ESTIMATING MIXING DENSITIES; NONPARAMETRIC DECONVOLUTION; MULTIVARIATE; DENSITIES; ASYMPTOTIC NORMALITY; STATIONARY-PROCESSES; INVERSE PROBLEMS; OPTIMAL RATES; WAVELET; DECOMPOSITION; CONVERGENCE; Statistics & Probability
Recently, a new technique to circumvent the ill-posedness of the deconvolution problem has been suggested. This technique is based on what is known as multi-channel convolution system. In this paper, we modify and develop this technique in order to adapt it for statistical use. We then apply it to the problem of estimation of deconvolution density in the case of different conditional densities. This method enables us to combine equations efficiently for any set of conditional densities and to construct estimators in cases where the characteristic functions of the conditional distributions vanish at some points, as it happens in the cast of uniform and triangular distributions.
Annals of the Institute of Statistical Mathematics
"Density deconvolution of different conditional distributions" (2002). Faculty Bibliography 2000s. 3398.