Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

Hermite density deconvolution

Abstract : We consider the additive model: Z = X + ε, where X and ε are independent. We construct a new estimator of the density of X from n observations of Z. We propose a projection method which exploits the specific properties of the Hermite basis. We study the quality of the resulting estimator by proving a bound on the integrated quadratic risk. We then propose an adaptive estimation procedure, that is a method of selecting a relevant model. We check that our estimator reaches the classical convergence speeds of deconvolution. Numerical simulations are proposed and a comparison with the results of the method proposed in Comte and Lacour (2011) is performed.
Document type :
Preprints, Working Papers, ...
Complete list of metadata

Cited literature [19 references]  Display  Hide  Download
Contributor : Ousmane Sacko Connect in order to contact the contributor
Submitted on : Friday, January 11, 2019 - 3:57:53 PM
Last modification on : Friday, April 10, 2020 - 5:20:43 PM


Hermite density deconvolution....
Files produced by the author(s)


  • HAL Id : hal-01978591, version 1


Ousmane B Sacko. Hermite density deconvolution. 2019. ⟨hal-01978591⟩



Record views


Files downloads