Deconvolution with unknown error distribution
Statistics Theory
2009-08-21 v2 Statistics Theory
Abstract
We consider the problem of estimating a density using a sample from , where is an unknown density. We assume that an additional sample from is observed. Estimators of and its derivatives are constructed by using nonparametric estimators of and and by applying a spectral cut-off in the Fourier domain. We derive the rate of convergence of the estimators in case of a known and unknown error density , where it is assumed that satisfies a polynomial, logarithmic or general source condition. It is shown that the proposed estimators are asymptotically optimal in a minimax sense in the models with known or unknown error density, if the density belongs to a Sobolev space and is ordinary smooth or supersmooth.
Cite
@article{arxiv.0705.3482,
title = {Deconvolution with unknown error distribution},
author = {Jan Johannes},
journal= {arXiv preprint arXiv:0705.3482},
year = {2009}
}