Sharp optimality for density deconvolution with dominating bias
Abstract
We consider estimation of the common probability density of i.i.d. random variables that are observed with an additive i.i.d. noise. We assume that the unknown density belongs to a class of densities whose characteristic function is described by the exponent as , where , . The noise density is supposed to be known and such that its characteristic function decays as , as , where , . Assuming that , we suggest a kernel type estimator that is optimal in sharp asymptotical minimax sense on simultaneously under the pointwise and the -risks. The variance of the estimators turns out to be asymptotically negligible w.r.t. its squared bias. For we construct a sharp adaptive estimator of . We discuss some effects of dominating bias, such as superefficiency of minimax estimators.
Cite
@article{arxiv.math/0409471,
title = {Sharp optimality for density deconvolution with dominating bias},
author = {Cristina Butucea and Alexandre B. Tsybakov},
journal= {arXiv preprint arXiv:math/0409471},
year = {2007}
}