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On optimal kernel choice for deconvolution

Delaigle, Aurore; Hall, Peter


In this note we show that, from a conventional viewpoint, there are particularly close parallels between optimal-kernel-choice problems in non-parametric deconvolution, and their better-understood counterparts in density estimation and regression. However, other aspects of these problems are distinctly different, and this property leads us to conclude that "optimal" kernels do not give satisfactory performance when applied to deconvolution. This unexpected result stems from the fact that...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
Source: Statistics and Probability Letters
DOI: 10.1016/j.spl.2006.04.016


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