ADAPTIVELY LOCAL ONE-DIMENSIONAL SUBPROBLEMS WITH APPLICATION TO A DECONVOLUTION PROBLEM

Authors
Citation
Jq. Fan, ADAPTIVELY LOCAL ONE-DIMENSIONAL SUBPROBLEMS WITH APPLICATION TO A DECONVOLUTION PROBLEM, Annals of statistics, 21(2), 1993, pp. 600-610
Citations number
24
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00905364
Volume
21
Issue
2
Year of publication
1993
Pages
600 - 610
Database
ISI
SICI code
0090-5364(1993)21:2<600:ALOSWA>2.0.ZU;2-8
Abstract
In this paper, a method for finding global minimax lower bounds is int roduced. The idea is to adjust automatically the direction of a local one-dimensional subproblem at each location to the nearly hardest one, and to use locally the difficulty of the one-dimensional subproblem. This method has the advantages of being easily implemented and underst ood. The lower bound is then applied to nonparametric deconvolution to obtain the optimal rates of convergence for estimating a whole functi on. Other applications are also addressed.