Minimax and bayes estimation in deconvolution problem
نویسندگان
چکیده
منابع مشابه
The Bayes Deconvolution Problem
An unknown prior density g(θ) has yielded realizations Θ1,Θ2, . . . ,ΘN . They are unobservable, but each Θi produces an observable value Xi according to a known probability mechanism, for instance Xi ∼ Poisson(Θi). We wish to estimate g(θ) from the observed sample X1, X2, . . . , XN . Traditional asymptotic calculations are discouraging, indicating very slow nonparametric rates of convergence....
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An unknown prior density g(θ) has yielded realizations Θ1,Θ2, . . . ,ΘN . They are unobservable, but each Θi produces an observable value Xi according to a known probability mechanism, for instance Xi ∼ Poisson(Θi). We wish to estimate g(θ) from the observed sample X1, X2, . . . , XN . Traditional asymptotic calculations are discouraging, indicating very slow nonparametric rates of convergence....
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2008
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2007038