English
Related papers

Related papers: Density deconvolution from repeated measurements w…

200 papers

In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Alexander Meister

In this paper we study the problem of density deconvolution under general assumptions on the measurement error distribution. Typically deconvolution estimators are constructed using Fourier transform techniques, and it is assumed that the…

Statistics Theory · Mathematics 2020-02-04 Denis Belomestny , Alexander Goldenshluger

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

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

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 nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…

Methodology · Statistics 2020-02-19 Ya Su , Anirban Bhattacharya , Yan Zhang , Nilanjan Chatterjee , Raymond J. Carroll

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

It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Alexander Meister

We construct a density estimator in the bivariate uniform deconvolution model. For this model we derive four inversion formulas to express the bivariate density that we want to estimate in terms of the bivariate density of the observations.…

Methodology · Statistics 2011-06-09 Martina Benešová , Bert van Es , Peter Tegelaar

We consider a circular deconvolution problem, in which the density $f$ of a circular random variable $X$ must be estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y$ of $X$. The additive measurement error is…

Statistics Theory · Mathematics 2013-12-11 Jan Johannes , Maik Schwarz

We construct a density estimator and an estimator of the distribution function in the uniform deconvolution model. The estimators are based on inversion formulas and kernel estimators of the density of the observations and its derivative.…

Statistics Theory · Mathematics 2011-01-06 Bert van Es

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

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

Let $X_1,...,X_n$ be i.i.d. observations, where $X_i=Y_i+\sigma_n Z_i$ and the $Y$'s and $Z$'s are independent. Assume that the $Y$'s are unobservable and that they have the density $f$ and also that the $Z$'s have a known density $k.$…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Bert van Es

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

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

The present paper studies density deconvolution in the presence of small Berkson errors, in particular, when the variances of the errors tend to zero as the sample size grows. It is known that when the Berkson errors are present, in some…

Statistics Theory · Mathematics 2018-10-17 Ramchandra Rimal , Marianna Pensky

We consider the problem of multivariate density deconvolution when the interest lies in estimating the distribution of a vector-valued random variable but precise measurements of the variable of interest are not available, observations…

Methodology · Statistics 2016-12-06 Abhra Sarkar , Debdeep Pati , Bani K. Mallick , Raymond J. Carroll

Consider discrete values of functions shifted by unobserved translation effects, which are independent realizations of a random variable with unknown distribution $\mu$, modeling the variability in the response of each individual. Our aim…

Statistics Theory · Mathematics 2008-12-18 Ismael Castillo , Jean-Michel Loubes

This paper studies density estimation and regression analysis with contaminated data observed on the unit hypersphere S^d. Our methodology and theory are based on harmonic analysis on general S^d. We establish novel nonparametric density…

Statistics Theory · Mathematics 2023-01-10 Jeong Min Jeon , Ingrid Van Keilegom
‹ Prev 1 2 3 10 Next ›