منابع مشابه
Finite sample penalization in adaptive density deconvolution
We consider the problem of estimating the density g of identically distributed variables Xi, from a sample Z1, . . . , Zn where Zi = Xi + σεi, i = 1, . . . , n and σεi is a noise independent of Xi with known density σ fε(./σ). We generalize adaptive estimators, constructed by a model selection procedure, described in Comte et al. (2005). We study numerically their properties in various contexts...
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The authors consider the problem of estimating the density g of independent and identically distributed variables Xi, from a sample Z1, . . . , Zn where Zi = Xi + σεi, i = 1, . . . , n, ε is a noise independent of X, with σε having known distribution. They present a model selection procedure allowing to construct an adaptive estimator of g and to find non-asymptotic bounds for its L2(R)-risk. T...
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ژورنال
عنوان ژورنال: Latin American Journal of Probability and Mathematical Statistics
سال: 2020
ISSN: 1980-0436
DOI: 10.30757/alea.v17-17