A note on wavelet deconvolution density estimation

作者:Zeng, Xiaochen*
来源:International Journal of Wavelets, Multiresolution and Information Processing, 2017, 15(6): 1750055.
DOI:10.1142/S0219691317500552

摘要

This paper discusses the uniformly strong convergence of multivariate density estimation with moderately ill-posed noise over a bounded set. We provide a convergence rate over Besov spaces by using a compactly supported wavelet. When the model degenerates to one-dimensional noise-free case, the convergence rate coincides with that of Gine and Nickl's (Ann. Probab., 2009 or Bernoulli, 2010). Our result can also be considered as an extension of Masry's theorem (Stoch. Process. Appl., 1997) to some extent.