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Anisotropic adaptive kernel deconvolution

F. ComteC. Lacour — 2013

Annales de l'I.H.P. Probabilités et statistiques

In this paper, we consider a multidimensional convolution model for which we provide adaptive anisotropic kernel estimators of a signal density f measured with additive error. For this, we generalize Fan’s ( (3) (1991) 1257–1272) estimators to multidimensional setting and use a bandwidth selection device in the spirit of Goldenshluger and Lepski’s ( (3) (2011) 1608–1632) proposal for density estimation without noise. We consider first the pointwise setting and then,...

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