Asymptotically minimax estimation of a constrained Poisson vector via polydisc transforms
Iain M. Johnstone, K. Brenda Macgibbon (1993)
Annales de l'I.H.P. Probabilités et statistiques
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Iain M. Johnstone, K. Brenda Macgibbon (1993)
Annales de l'I.H.P. Probabilités et statistiques
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Cristina Butucea (2004)
SORT
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In this paper we consider a kernel estimator of a density in a convolution model and give a central limit theorem for its integrated square error (ISE). The kernel estimator is rather classical in minimax theory when the underlying density is recovered from noisy observations. The kernel is fixed and depends heavily on the distribution of the noise, supposed entirely known. The bandwidth is not fixed, the results hold for any sequence of bandwidths decreasing to 0. In particular the...
Mikhail Ermakov (2008)
ESAIM: Probability and Statistics
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We consider a deconvolution problem of estimating a signal blurred with a random noise. The noise is assumed to be a stationary Gaussian process multiplied by a weight function function where and is a small parameter. The underlying solution is assumed to be infinitely differentiable. For this model we find asymptotically minimax and Bayes estimators. In the case of solutions having finite number of derivatives similar results were obtained in [G.K. Golubev and R.Z. Khasminskii,...
Adam Korányi, K. Brenda MacGibbon (2002)
Annales de l'I.H.P. Probabilités et statistiques
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Le Thi Hong Thuy, Cao Xuan Phuong (2023)
Applications of Mathematics
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We study the density deconvolution problem when the random variables of interest are an associated strictly stationary sequence and the random noises are i.i.d. with a nonstandard density. Based on a nonparametric strategy, we introduce an estimator depending on two parameters. This estimator is shown to be consistent with respect to the mean integrated squared error. Under additional regularity assumptions on the target function as well as on the density of noises, some error estimates...
Nicolas W. Hengartner, Éric Matzner-Løber (2009)
ESAIM: Probability and Statistics
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This paper introduces a computationally tractable density estimator that has the same asymptotic variance as the classical Nadaraya-Watson density estimator but whose asymptotic bias is zero. We achieve this result using a two stage estimator that applies a multiplicative bias correction to an oversmooth pilot estimator. Simulations show that our asymptotic results are available for samples as low as , where we see an improvement of as much as 20% over the traditionnal estimator. ...
A. Cuevas (2009)
Boletín de Estadística e Investigación Operativa. BEIO
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Georges-Henri Cottet (1988)
Annales de l'I.H.P. Analyse non linéaire
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