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Anisotropic Functional Deconvolution for the irregular design with dependent long-memory errors

Statistics Theory 2020-01-07 v2 Methodology Statistics Theory

Abstract

Anisotropic functional deconvolution model is investigated in the bivariate case under long-memory errors when the design points tit_i, i=1,2,,Ni=1, 2, \cdots, N, and xlx_l, l=1,2,,Ml=1, 2, \cdots, M, are irregular and follow known densities h1h_1, h2h_2, respectively. In particular, we focus on the case when the densities h1h_1 and h2h_2 have singularities, but 1/h11/h_1 and 1/h21/h_2 are still integrable on [0,1][0, 1]. Under both Gaussian and sub-Gaussian errors, we construct an adaptive wavelet estimator that attains asymptotically near-optimal convergence rates that deteriorate as long-memory strengthens. The convergence rates are completely new and depend on a balance between the smoothness and the spatial homogeneity of the unknown function ff, the degree of ill-posed-ness of the convolution operator, the long-memory parameter in addition to the degrees of spatial irregularity associated with h1h_1 and h2h_2. Nevertheless, the spatial irregularity affects convergence rates only when ff is spatially inhomogeneous in either direction.

Keywords

Cite

@article{arxiv.1912.00478,
  title  = {Anisotropic Functional Deconvolution for the irregular design with dependent long-memory errors},
  author = {Rida Benhaddou},
  journal= {arXiv preprint arXiv:1912.00478},
  year   = {2020}
}

Comments

22 pages

R2 v1 2026-06-23T12:32:28.538Z