Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model |
| |
Authors: | Christophe Chesneau Jalal Fadili |
| |
Institution: | 1. Laboratoire de Mathématiques Nicolas Oresme, CNRS-Univ. de Caen , Caen , France chesneau@math.unicaen.fr;3. GREYC CNRS-ENSICAEN-Univ. de Caen , Caen , France |
| |
Abstract: | We consider a heteroscedastic convolution density model under the “ordinary smooth assumption.” We introduce a new adaptive wavelet estimator based on term-by-term hard thresholding rule. Its asymptotic properties are explored via the minimax approach under the mean integrated squared error over Besov balls. We prove that our estimator attains near optimal rates of convergence (lower bounds are determined). Simulation results are reported to support our theoretical findings. |
| |
Keywords: | Density deconvolution Hard thresholding Heteroscedasticity Lower bounds Rates of convergence Wavelet bases |
|