Pointwise deconvolution with unknown error distribution

نویسندگان

  • Fabienne Comte
  • Claire Lacour
چکیده

This note presents rates of convergence for the pointwise mean squared error in the deconvolution problem with estimated characteristic function of the errors. Résumé Déconvolution ponctuelle avec distribution de l’erreur inconnue. Cette note présente les vitesses de convergence pour le risque quadratique ponctuel dans le problème de déconvolution avec fonction caractéristique des erreurs estimée.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Estimating smooth distribution function in the presence of heteroscedastic measurement errors

Measurement error occurs in many biomedical fields. The challenges arise when errors are heteroscedastic since we literally have only one observation for each error distribution. This paper concerns the estimation of smooth distribution function when data are contaminated with heteroscedastic errors. We study two types of methods to recover the unknown distribution function: a Fourier-type deco...

متن کامل

On pointwise adaptive nonparametric deconvolution

We consider estimating an unknown function f from indirect white noise observations with particular emphasis on the problem of nonparametric deconvolution. Non-parametric estimators that can adapt to unknown smoothness of f are developed. The adaptive estimators are speciied under two sets of assumptions on the kernel of the convolution transform. In particular, kernels having the Fourier trans...

متن کامل

Simple Kernel Estimators for

We consider deconvolution problems where the observations are equal in distribution to Here the random variables in the sums are independent, the E i are exponentially distributed, the L i are Laplace distributed and Y has an unknown distribution F which we want to estimate. The constants i or i are given. These problems include exponential, gamma and Laplace deconvolution. We derive inversion ...

متن کامل

The effects of error magnitude and bandwidth selection for deconvolution with unknown error distribution.

The error distribution is generally unknown in deconvolution problems with real applications. A separate independent experiment is thus often conducted to collect the additional noise data in those studies. In this paper, we study the nonparametric deconvolution estimation from a contaminated sample coupled with an additional noise sample. A ridge-based kernel deconvolution estimator is propose...

متن کامل

Deconvolution from panel data with unknown error distribution

We devise a new method of estimating a distribution in a deconvolution model with panel data and an unknown distribution of the additive errors. We prove strong consistency under a minimal condition concerning the zero sets of the involved characteristic functions.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017