Log-density Deconvolution by Wavelet Thresholding
This paper proposes a new wavelet-based method for deconvolving a density. The estimator combines the ideas of non-linear wavelet thresholding with periodized Meyer wavelets and estimation by information projection. It is guaranteed to be in the class of density functions, in particular it is positive everywhere by construction. The asymptotic optimality of the estimator is established in terms of the rate of convergence of the Kullback-Leibler discrepancy over Besov classes. Finite sample properties are investigated in detail, and show the excellent empirical performance of the estimator, compared with other recently introduced estimators. Copyright (c) 2009 Board of the Foundation of the Scandinavian Journal of Statistics.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 36 (2009)
Issue (Month): 4 ()
|Contact details of provider:|| Web page: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898|
|Order Information:||Web: http://www.blackwellpublishing.com/subs.asp?ref=0303-6898|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- JOHANNES, Jan & VAN BELLEGHEM, Sébastien & VANHEMS, Anne, 2007. "A unified approach to solve ill-posed inverse problems in econometrics," CORE Discussion Papers 2007083, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koo, Ja-Yong & Kim, Woo-Chul, 1996. "Wavelet density estimation by approximation of log-densities," Statistics & Probability Letters, Elsevier, vol. 26(3), pages 271-278, February.
- Daniela De Canditiis & Marianna Pensky, 2006. "Simultaneous Wavelet Deconvolution in Periodic Setting," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(2), pages 293-306.
- Peter Hall & Peihua Qiu, 2005. "Discrete-transform approach to deconvolution problems," Biometrika, Biometrika Trust, vol. 92(1), pages 135-148, March.
- Ja-Yong Koo, 1999. "Logspline Deconvolution in Besov Space," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(1), pages 73-86.
When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:36:y:2009:i:4:p:749-763. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)or (Christopher F. Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.