On pointwise adaptive nonparametric deconvolution

被引:33
作者
Goldenshluger, A [1 ]
机构
[1] Univ Haifa, Dept Stat, IL-31905 Haifa, Israel
关键词
adaptive estimation; deconvolution; rates of convergence;
D O I
10.2307/3318449
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:907 / 925
页数:19
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