Minimax Lower Bounds for Nonparametric Deconvolution Report 98{25

نویسنده

  • A J Van Es
چکیده

Suppose we have i.i.d. observations with a distribution equal to the convolution of an unknown distribution function F and a known distribution function K. We derive local minimax lower bounds for the problem of estimating F , its density f and its derivatives at a xed point x 0. Contrary to a previous local minimax bound in Van Es (1998) only smooth perturbations are considered. The local bounds imply global minimax lower bounds, including the constant. Thus existing global results are sharpened.

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تاریخ انتشار 1999