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Related papers: Deconvolution with unknown error distribution

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This thesis deals with the nonparametric estimation of density f of the regression error term E of the model Y=m(X)+E, assuming its independence with the covariate X. The difficulty linked to this study is the fact that the regression error…

Statistics Theory · Mathematics 2011-08-10 Rawane Samb

We consider a space structured population model generated by two point clouds: a homogeneous Poisson process $M$ with intensity $n\to\infty$ as a model for a parent generation together with a Cox point process $N$ as offspring generation,…

Statistics Theory · Mathematics 2023-05-16 Marc Hoffmann , Mathias Trabs

Density estimation is a fundamental problem that arises in many areas of astronomy, with applications ranging from selecting quasars using color distributions to characterizing stellar abundances. Astronomical observations are inevitably…

Instrumentation and Methods for Astrophysics · Physics 2024-12-05 Yi Kang , Joseph F. Hennawi , Jan-Torge Schindler , John Tamanas , Riccardo Nanni

It is important to properly correct for measurement error when estimating density functions associated with biomedical variables. These estimators that adjust for measurement error are broadly referred to as density deconvolution…

Methodology · Statistics 2018-06-06 Linh Nghiem , Cornelis J. Potgieter

We focus on the problem of manifold estimation: given a set of observations sampled close to some unknown submanifold $M$, one wants to recover information about the geometry of $M$. Minimax estimators which have been proposed so far all…

Statistics Theory · Mathematics 2021-10-27 Vincent Divol

This work considers a problem of estimating a mixing probability density $f$ in the setting of discrete mixture models. The paper consists of three parts. The first part focuses on the construction of an $L_1$ consistent estimator of $f$.…

Information Theory · Computer Science 2021-05-11 Luc Devroye , Alex Dytso

Consider the semiparametric transformation model $\Lambda_{\theta_o}(Y)=m(X)+\epsilon$, where $\theta_o$ is an unknown finite dimensional parameter, the functions $\Lambda_{\theta_o}$ and $m$ are smooth, $\epsilon$ is independent of $X$,…

Statistics Theory · Mathematics 2011-10-11 Rawane Samb , Cédric Heuchenne , Ingrid Van Keilegom

Given noisy data, function estimation is considered when the unknown function is known apriori to consist of a small number of regions where the function is either convex or concave. When the regions are known apriori, the estimate is…

Methodology · Statistics 2020-02-18 Kurt S. Riedel

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…

Statistics Theory · Mathematics 2018-06-13 Dmitrii Ostrovskii , Zaid Harchaoui

We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…

Statistics Theory · Mathematics 2016-08-16 Christophe Chesneau , Guillaume Lecué

Consider the nonparametric regression model Y=m(X)+E, where the function m is smooth but unknown, and E is independent of X. An estimator of the density of the error term E is proposed and its weak consistency is obtained. The contribution…

Statistics Theory · Mathematics 2011-12-25 Rawane Samb

We consider the problem of deriving from experimental data an approximation of an unknown function, whose derivatives also approximate the unknown function derivatives. Solving this problem is useful, for instance, in the context of…

Systems and Control · Electrical Eng. & Systems 2019-11-11 Carlo Novara , Angelo Nicolì , Giuseppe C. Calafiore

In this paper we discuss the estimation of a nonparametric component $f_1$ of a nonparametric additive model $Y=f_1(X_1) + ...+ f_q(X_q) + \epsilon$. We allow the number $q$ of additive components to grow to infinity and we make sparsity…

Statistics Theory · Mathematics 2019-10-21 Karl Gregory , Enno Mammen , Martin Wahl

Motivated by applications in statistics and machine learning, we consider a problem of unmixing convex combinations of nonparametric densities. Suppose we observe $n$ groups of samples, where the $i$th group consists of $N_i$ independent…

Statistics Theory · Mathematics 2026-03-31 Jianqing Fan , Zheng Tracy Ke , Zhaoyang Shi

We address the problem of uncertainty quantification for the deconvolution model \(Z = X + Y\), where \(X\) and \(Y\) are nonnegative random variables and the goal is to estimate the signal's distribution of \(X \sim F_0\) supported…

Methodology · Statistics 2026-02-23 Francesco Gili , Geurt Jongbloed

In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the…

Statistics Theory · Mathematics 2026-01-29 Baba Thiam

We study the problem of space and time efficient evaluation of a nonparametric estimator that approximates an unknown density. In the regime where consistent estimation is possible, we use a piecewise multivariate polynomial interpolation…

Statistics Theory · Mathematics 2020-11-11 Paxton Turner , Jingbo Liu , Philippe Rigollet

Asymptotic properties of three estimators of probability density function of sample maximum $f_{(m)}:=mfF^{m-1}$ are derived, where $m$ is a function of sample size $n$. One of the estimators is the parametrically fitted by the…

Statistics Theory · Mathematics 2022-06-13 Taku Moriyama

Motivated by finance and technical applications, the objective of this paper is to consider adaptive estimation of regression and density distribution based on Fourier-Legendre expansion, and construction of confidence intervals - also…

Statistics Theory · Mathematics 2011-02-19 E. Ostrovsky , Y. Zelikov

In some applications (e.g., in cosmology and economics), the regression E[Z|x] is not adequate to represent the association between a predictor x and a response Z because of multi-modality and asymmetry of f(z|x); using the full density…

Methodology · Statistics 2016-11-01 Rafael Izbicki , Ann B. Lee
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