Density deconvolution under general assumptions on the distribution of measurement errors

DOI10.1214/20-AOS1969zbMath1473.62115arXiv1907.11024OpenAlexW3141624255WikidataQ114599270 ScholiaQ114599270MaRDI QIDQ2039776

Alexander Goldenshluger, Denis Belomestny

Publication date: 5 July 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.11024

zbMATH Keywords

Laplace transformcharacteristic functionlower boundsdensity estimationminimax riskdensity deconvolution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Deconvolution with unknown noise distribution is possible for multivariate signals, Statistical deconvolution of the free Fokker-Planck equation at fixed time, Dispersal density estimation across scales, Statistical inference for scale mixture models via Mellin transform approach, Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation, Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error

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