Abstract
We consider estimating an unknown function f from indirect white noise observations with particular emphasis on the problem of nonparametric deconvolution. Nonparametric estimators that can adapt to unknown smoothness of f are developed. The adaptive estimators are specified under two sets of assumptions on the kernel of the convolution transform. In particular, kernels having Fourier transform with polynomially and exponentially decaying tails are considered. It is shown that the proposed estimates possess, in a sense, the best possible abilities for pointwise adaptation.
Original language | English |
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Pages (from-to) | 907-925 |
Number of pages | 19 |
Journal | Bernoulli |
Volume | 5 |
Issue number | 5 |
DOIs | |
State | Published - 1999 |
Keywords
- Adaptive estimation
- Deconvolution
- Rates of convergence
ASJC Scopus subject areas
- Statistics and Probability