Nonparametric adaptive estimation for grouped data - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2015

Nonparametric adaptive estimation for grouped data

Céline Duval
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Johanna Kappus
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Résumé

The aim of this paper is to estimate the density f of a random variable X when one has access to independent observations of the sum of K ≥ 2 independent copies of X. We provide a constructive estimator, based on a suitable definition of the logarithm of the Fourier transform of the observations. We propose a new strategy for the data driven choice of the cutoff parameter. It is proven optimal and a numerical study illustrates the performances of the method. Moreover, we discuss the fact that the definition of the estimator as well as the adaptive procedure apply in a wider context than the one considered here.
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Dates et versions

hal-01245781 , version 1 (17-12-2015)
hal-01245781 , version 2 (03-06-2016)

Identifiants

  • HAL Id : hal-01245781 , version 1

Citer

Céline Duval, Johanna Kappus. Nonparametric adaptive estimation for grouped data. 2015. ⟨hal-01245781v1⟩
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