Density estimation in the presence of noise

Gilbert G. Walter

Statistics & Probability Letters, 1999, vol. 41, issue 3, 237-246

Abstract: The problem of density estimation in the absence of noise has been widely studied and is well known. However if noise is added to the sample, the procedure must be modified by incorporating a deconvolution. In this paper we do so by using a procedure similar to empirical Bayes estimation which involves band-limited wavelets. Rates of mean square convergence are found under various hypotheses.

Keywords: Probability; density; Deconvolution; Wavelets (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (4)

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