2014
DOI: 10.1080/01621459.2013.857611
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Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem

Abstract: Nonparametric estimation of a density from contaminated data is a difficult problem, for which convergence rates are notoriously slow. We introduce parametrically assisted nonparametric estimators which can dramatically improve on the performance of standard nonparametric estimators when the assumed model is close to the true density, without degrading much the quality of purely nonparametric estimators in other cases. We establish optimal convergence rates for our problem and discuss estimators that attain th… Show more

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Cited by 7 publications
(6 citation statements)
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References 29 publications
(44 reference statements)
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“…Finally, we note the work by Carroll and Hall (1988); Stefanski and Carroll (1990); Zhang (1990); Fan (1991); Fan and Koo (2002); Hall et al (2007); Carroll et al (2012); Delaigle and Hall (2014), among others, who considered kernel estimators. Their idea is motivated by (1) after taking the Fourier transform of the corresponding convolution of densities, then solving for the unknown mixing density using kernel approximations for the Fourier transform of the true marginal density.…”
Section: Connections With Previous Workmentioning
confidence: 87%
See 1 more Smart Citation
“…Finally, we note the work by Carroll and Hall (1988); Stefanski and Carroll (1990); Zhang (1990); Fan (1991); Fan and Koo (2002); Hall et al (2007); Carroll et al (2012); Delaigle and Hall (2014), among others, who considered kernel estimators. Their idea is motivated by (1) after taking the Fourier transform of the corresponding convolution of densities, then solving for the unknown mixing density using kernel approximations for the Fourier transform of the true marginal density.…”
Section: Connections With Previous Workmentioning
confidence: 87%
“…Yet the estimation of f 0 continues to pose both theoretical and practical challenges, making it an active area of statistical research (e.g. Delaigle and Hall, 2014;Efron, 2016).…”
Section: Introductionmentioning
confidence: 99%
“…There is an extensive statistics literature addressing the additive deconvolution problem 14 . A common set of deconvolution methods are kernel-based approaches, such as those relying on Fourier transforms [15][16][17][18][19][20][21] , which use the fact that in Fourier space, a deconvolution is simply the product of two functions. Two problems arise from such methods that limit their applicability in practical cases.…”
Section: Introductionmentioning
confidence: 99%
“…Although it has been shown by Fan (1992) that nonparametric deconvolution with normal errors can be as good as the kernel density estimate based on uncontaminated data if the noise level decreases as sample size increases, an accelerated denconvolution is still much desirable. Recently Delaigle and Hall (2014) proposed an improved kernel method uponf F to speed up the convergence assisted by a "close to being correct" parametric guess of f . The assumption of a known error density g was discussed by Horowitz and Markatou (1996), Efromovich (1997Efromovich ( , 1999, and Neumann (1997).…”
Section: Introductionmentioning
confidence: 99%