Title
Adaptive wavelet estimator for nonparametric density deconvolution
Abbreviated Journal Title
Ann. Stat.
Keywords
mixing distribution; wavelet transformation; Sobolev space; Meyer; wavelet; MULTIVARIATE DENSITIES; ASYMPTOTIC NORMALITY; STATIONARY-PROCESSES; CURVE ESTIMATION; OPTIMAL RATES; CONVERGENCE; KERNEL; ERROR; Statistics & Probability
Abstract
The problem of estimating a density g based on a sample X-1, X-2, X-n from p = q * g is considered. Linear and nonlinear wavelet estimators teased on Meyer-type wavelets are constructed. The estimators are asymptotically optimal and adaptive if g belongs to the Sobolev space H-alpha. Moreover, the estimators considered in this paper adjust automatically to the situation when g is supersmooth.
Journal Title
Annals of Statistics
Volume
27
Issue/Number
6
Publication Date
1-1-1999
Document Type
Article
Language
English
First Page
2033
Last Page
2053
WOS Identifier
ISSN
0090-5364
Recommended Citation
"Adaptive wavelet estimator for nonparametric density deconvolution" (1999). Faculty Bibliography 1990s. 2785.
https://stars.library.ucf.edu/facultybib1990/2785
Comments
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