J an 2 00 6 FINITE SAMPLE PENALIZATION IN ADAPTIVE DENSITY DECONVOLUTION
نویسندگان
چکیده
We consider the problem of estimating the density g of identically distributed vari-pendent of Xi with known density σ −1 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 and we test their robustness. Comparisons are made with respect
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Finite sample penalization in adaptive density deconvolution
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