Adaptive wavelet estimator for nonparametric density deconvolution

Citation
M. Pensky et B. Vidakovic, Adaptive wavelet estimator for nonparametric density deconvolution, ANN STATIST, 27(6), 1999, pp. 2033-2053
Citations number
35
Categorie Soggetti
Mathematics
Journal title
ANNALS OF STATISTICS
ISSN journal
00905364 → ACNP
Volume
27
Issue
6
Year of publication
1999
Pages
2033 - 2053
Database
ISI
SICI code
0090-5364(199912)27:6<2033:AWEFND>2.0.ZU;2-Z
Abstract
The problem of estimating a density g based on a sample X-1, X-2, X-n from p = q * g is considered. Linear and nonlinear wavelet estimators teased on Meyer-type wavelets are constructed. The estimators are asymptotically opti mal and adaptive if g belongs to the Sobolev space H-alpha. Moreover, the e stimators considered in this paper adjust automatically to the situation wh en g is supersmooth.