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Sharp optimality in density deconvolution with dominating bias. I
Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 1, pp. 111-128 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider estimation of the common probability density $f$ of independent identically distributed random variables $X_i$ that are observed with an additive independent identically distributed noise. We assume that the unknown density $f$ belongs to a class $\mathcal A$ of densities whose characteristic function is described by the exponent $\exp(-\alpha |u|^r)$ as $|u|\to\infty$, where $\alpha>0$, $r>0$. The noise density assumed known and such that its characteristic function decays as $\exp(-\beta|u|^s)$, as $|u|\to\infty$, where $\beta>0$, $s>0$. Assuming that $r, we suggest a kernel-type estimator whose variance turns out to be asymptotically negligible with respect to its squared bias both under the pointwise and $\mathbf L_2$ risks. For $r we construct a sharp adaptive estimator of $f$.
Keywords: nonparametric density estimation, infinitely differentiable functions, exact constants in nonparametric smoothing, minimax risk, adaptive curve estimation.
Mots-clés : deconvolution 
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C. Butucea; A. Tsybakov. Sharp optimality in density deconvolution with dominating bias. I. Teoriâ veroâtnostej i ee primeneniâ, Tome 52 (2007) no. 1, pp. 111-128. http://geodesic.mathdoc.fr/item/TVP_2007_52_1_a6/

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