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Density deconvolution based on wavelets with bounded supports

✍ Scribed by Marianna Pensky

Book ID
104301790
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
133 KB
Volume
56
Category
Article
ISSN
0167-7152

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✦ Synopsis

Under the assumption that both convolution densities, g and q, have ΓΏnite degrees of smoothness, we construct a nonlinear wavelet estimator of the unknown density g based on wavelets with bounded supports. We show that this estimator provides local adaptivity to the unknown smoothness of g and, hence, performs better than the estimator based on Meyer-type wavelets if g has irregular behavior.

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