Least squares cross-validation for the kernel deconvolution density estimator

Élie Youndjé; Martin T. Wells

doi:10.1016/S1631-073X(02)02291-4

Least squares cross-validation for the kernel deconvolution density estimator
[Validation croisée pour l'estimateur à noyau de la déconvolution d'une densité]

Élie Youndjé ¹ ; Martin T. Wells ²

¹ UMR CNRS 6085, Université de Rouen, 76821 Mont Saint Aignan, France
² Department of Social Statistics, Cornell University, 364 Ives Hall, Ithaca, NY 14851-0952, USA

Comptes Rendus. Mathématique, Volume 334 (2002) no. 6, pp. 509-513.

Résumé
Abstract

En présence d'un échantillon i.i.d. d'une variable aléatoire corrumpue Y=X+ε, avec X et ε indépendants. Nous proposons une méthode basée sur la validation-croisée, pour choisir la largeur de la fenêtre de l'estimateur à noyau de la densité de X. L'optimalité asymptotique de la méthode proposée est établie.

Assume we have i.i.d. replications from the corrupted random variable Y=X+ε, where X and ε are independent. We propose a data-driven bandwidth based on cross-validation ideas, for the kernel deconvolution estimator of the density of X. The proposed method is shown to be asymptotically optimal.

Reçu le : 2001-06-29
Accepté le : 2002-01-28
Publié le : 2002-01-01

DOI : 10.1016/S1631-073X(02)02291-4

Affiliations des auteurs :

Élie Youndjé ¹ ; Martin T. Wells ²

¹ UMR CNRS 6085, Université de Rouen, 76821 Mont Saint Aignan, France
² Department of Social Statistics, Cornell University, 364 Ives Hall, Ithaca, NY 14851-0952, USA

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     author = {\'Elie Youndj\'e and Martin T. Wells},
     title = {Least squares cross-validation for the kernel deconvolution density estimator},
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     pages = {509--513},
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     year = {2002},
     doi = {10.1016/S1631-073X(02)02291-4},
     language = {en},
}

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Élie Youndjé; Martin T. Wells. Least squares cross-validation for the kernel deconvolution density estimator. Comptes Rendus. Mathématique, Volume 334 (2002) no. 6, pp. 509-513. doi : 10.1016/S1631-073X(02)02291-4. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(02)02291-4/

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