2013
DOI: 10.1214/11-aihp470
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Anisotropic adaptive kernel deconvolution

Abstract: International audienceIn 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~(1991) estimators to multidimensional setting and use a bandwidth selection device in the spirit of Goldenschluger and Lepski's~(2011) proposal fr density estimation without noise. We consider first the pointwise setting and then, we study the integrated risk. Our estimators depend on… Show more

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Cited by 76 publications
(96 citation statements)
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“…, d. It is easy to check that whatever the value of ⃗ β and ⃗ µ, the corresponding set of parameters belongs to the dense zone. The lower bound for the L 2 -risk in the deconvolution model was recently obtained in Comte and Lacour (2013) but under more restrictive assumption imposed on the density g. It is worth noting that in this case the asymptotics found in Theorem 1 is the minimax rate of convergence, see Comte and Lacour (2013).…”
Section: Resultsmentioning
confidence: 86%
See 1 more Smart Citation
“…, d. It is easy to check that whatever the value of ⃗ β and ⃗ µ, the corresponding set of parameters belongs to the dense zone. The lower bound for the L 2 -risk in the deconvolution model was recently obtained in Comte and Lacour (2013) but under more restrictive assumption imposed on the density g. It is worth noting that in this case the asymptotics found in Theorem 1 is the minimax rate of convergence, see Comte and Lacour (2013).…”
Section: Resultsmentioning
confidence: 86%
“…First there are several results on pointwise estimation, see for example Carroll and Hall (1988), Fan (1991), Goldenshluger (1999), Butucea and Tsybakov (2008a), or the already cited paper Comte and Lacour (2013). Secondly, note that other types of ill-posedness can appear.…”
Section: Introductionmentioning
confidence: 99%
“…The choice of the method for estimating (µ l ) l should be investigated with great care. One possible avenue is to use Lepski's method [20] and its many recent variants and improvements (see for eg., [11]). Next, it is natural to extend the techniques developed here to the multi-dimensional setting as multivariate signals are of high importance in many applications such as DNA sequencing and Mass Spectrometry.…”
Section: Future Directionsmentioning
confidence: 99%
“…The literature on this problem is large with very strong theoretical results, with a small sample including Carroll and Hall (1988), Stefanski and Carroll (1990), Fan (1991), Masry (1991, Li and Vuong (1998) and Comte et al (2013). In this model, W = X + U, where X and U are independent, have distribution functions F X and F U respectively, and where F X is unknown but, as is often assumed in the deconvolution literature, F U is known: there are also papers where this last assumption is weakened.…”
Section: The Case Of Nonparametric Deconvolutionmentioning
confidence: 99%