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We consider a multiplicative deconvolution problem, in which the density $f$ or the survival function $S^X$ of a strictly positive random variable $X$ is estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y =…

Statistics Theory · Mathematics 2025-09-30 Sergio Brenner Miguel , Jan Johannes , Maximilian Siebel

Recent advances have demonstrated the possibility of solving the deconvolution problem without prior knowledge of the noise distribution. In this paper, we study the repeated measurements model, where information is derived from multiple…

Statistics Theory · Mathematics 2024-09-04 Jérémie Capitao-Miniconi , Elisabeth Gassiat , Luc Lehéricy

The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

Statistics Theory · Mathematics 2012-02-27 I. Dattner , A. Goldenshluger , A. Juditsky

Deconvolution is a statistical inverse problem to estimate the distribution of a random variable based on its noisy observations. Despite the extensive studies on the topic, deconvolution with unknown noise distribution remains as a…

Statistics Theory · Mathematics 2020-04-06 Devavrat Shah , Dogyoon Song

In a circular deconvolution model we consider the fully data driven density estimation of a circular random variable where the density of the additive independent measurement error is unknown. We have at hand two independent iid samples,…

Statistics Theory · Mathematics 2021-02-02 Jan Johannes , Xavier Loizeau

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$, $\epsilon$ is a noise…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Yves Rozenholc , Marie-Luce Taupin

In the convolution model $Z\_i=X\_i+ \epsilon\_i$, we give a model selection procedure to estimate the density of the unobserved variables $(X\_i)\_{1 \leq i \leq n}$, when the sequence $(X\_i)\_{i \geq 1}$ is strictly stationary but not…

Statistics Theory · Mathematics 2016-08-16 Fabienne Comte , Jérôme Dedecker , Marie-Luce Taupin

It is a typical standard assumption in the density deconvolution problem that the characteristic function of the measurement error distribution is non-zero on the real line. While this condition is assumed in the majority of existing works…

Statistics Theory · Mathematics 2021-01-08 Alexander Goldenshluger , Taeho Kim

We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are symmetric. We construct an estimator for the non-symmetric…

Statistics Theory · Mathematics 2014-07-15 Johanna Kappus , Fabienne Comte

We consider the problem of estimating a density $f_X$ using a sample $Y_1,...,Y_n$ from $f_Y=f_X\star f_{\epsilon}$, where $f_{\epsilon}$ is an unknown density. We assume that an additional sample $\epsilon_1,...,\epsilon_m$ from…

Statistics Theory · Mathematics 2009-08-21 Jan Johannes

Quantile estimation in deconvolution problems is studied comprehensively. In particular, the more realistic setup of unknown error distributions is covered. Our plug-in method is based on a deconvolution density estimator and is minimax…

Statistics Theory · Mathematics 2016-01-18 Itai Dattner , Markus Reiß , Mathias Trabs

We consider noisy observations of a distribution with unknown support. In the deconvolution model, it has been proved recently [19] that, under very mild assumptions, it is possible to solve the deconvolution problem without knowing the…

Statistics Theory · Mathematics 2024-06-21 Jérémie Capitao-Miniconi , Elisabeth Gassiat , Luc Lehéricy

Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…

Statistics Theory · Mathematics 2020-07-14 Sandra Schluttenhofer , Jan Johannes

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Statistics Theory · Mathematics 2019-02-19 Martin Kroll

In this paper, we address the problem of estimating a multidimensional density $f$ by using indirect observations from the statistical model $Y=X+\varepsilon$. Here, $\varepsilon$ is a measurement error independent of the random vector $X$…

Statistics Theory · Mathematics 2015-05-15 Gilles Rebelles

We consider non-parametric estimation problems in the presence of dependent data, notably non-parametric regression with random design and non-parametric density estimation. The proposed estimation procedure is based on a dimension…

Statistics Theory · Mathematics 2016-02-02 Nicolas Asin , Jan Johannes

This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples…

Statistics Theory · Mathematics 2021-02-18 Elisabeth Gassiat , Sylvain Le Corff , Luc Lehéricy

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Statistics Theory · Mathematics 2025-10-07 Henrik Kaiser

We consider estimation of the common probability density $f$ of i.i.d. random variables $X_i$ that are observed with an additive i.i.d. noise. We assume that the unknown density $f$ belongs to a class $\mathcal{A}$ of densities whose…

Statistics Theory · Mathematics 2007-06-13 Cristina Butucea , Alexandre B. Tsybakov

The present paper considers a problem of estimating a linear functional $\Phi=\int_{-\infty}^\infty \varphi(x) f(x)dx$ of an unknown deconvolution density $f$ on the basis of i.i.d. observations $Y_i = \theta_i + \xi_i$ where $\xi_i$ has a…

Statistics Theory · Mathematics 2015-05-19 Marianna Pensky
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