Adaptive wavelet estimator for nonparametric density deconvolution
Abbreviated Journal Title
mixing distribution; wavelet transformation; Sobolev space; Meyer; wavelet; MULTIVARIATE DENSITIES; ASYMPTOTIC NORMALITY; STATIONARY-PROCESSES; CURVE ESTIMATION; OPTIMAL RATES; CONVERGENCE; KERNEL; ERROR; Statistics & Probability
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.
Annals of Statistics
"Adaptive wavelet estimator for nonparametric density deconvolution" (1999). Faculty Bibliography 1990s. 2785.