Finite sample penalization in adaptive density deconvolution

DOI10.1080/10629360600831711zbMath1131.62027arXivmath/0601098OpenAlexW2124975242MaRDI QIDQ5454207

Fabienne Comte, Yves Rozenholc, Marie-Luce Taupin

Publication date: 28 March 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601098

zbMATH Keywords

model selectionsimulation studyadaptive estimationprojection estimatorpenalized contrastdata driven

Mathematics Subject Classification ID

Related Items (14)

A note on a fixed-point method for deconvolution ⋮ Adaptive estimation of the dynamics of a discrete time stochastic volatility model ⋮ Laplace deconvolution with noisy observations ⋮ A ridge-parameter approach to deconvolution ⋮ Adaptive density estimation in deconvolution problems with unknown error distribution ⋮ ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS ⋮ Adaptive estimation of marginal random-effects densities in linear mixed-effects models ⋮ Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors ⋮ Penalized Projection Estimator for Volatility Density ⋮ Nonparametric adaptive estimation for grouped data ⋮ Log-density Deconvolution by Wavelet Thresholding ⋮ Adaptive density deconvolution with dependent inputs ⋮ Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution ⋮ Adaptive procedure for Fourier estimators: application to deconvolution and decompounding

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