Deconvolving compactly supported densities |
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Authors: | A. Meister |
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Affiliation: | 1.Institut für Stochastik und Anwendungen,Universit?t Stuttgart,Stuttgart,Germany |
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Abstract: | This paper addresses the statistical problem of density deconvolution under the condition that the density to be estimated has compact support. We introduce a new estimation procedure, which establishes faster rates of convergence for smooth densities as compared to the optimal rates for smooth densities with unbounded support. This framework also allows us to relax the usual condition of known error density with non-vanishing Fourier transform, so that a nonparametric class of densities is valid; therefore, even the shape of the noise density need not be assumed. These results can also be generalized for fast decaying densities with unbounded support. We prove optimality of the rates in the underlying experiment and study the practical performance of our estimator by numerical simulations. |
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Keywords: | deconvolution inverse problems nonparametric density estimation optimal rates of convergence unknown error distribution |
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