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Density deconvolution based on wavelets with bounded supports
Pensky, Marianna - In: Statistics & Probability Letters 56 (2002) 3, pp. 261-269
Under the assumption that both convolution densities, g and q, have finite 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,...
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