Corpus ID: 235731657

Anisotropic spectral cut-off estimation under multiplicative measurement errors

@inproceedings{Miguel2021AnisotropicSC,
  title={Anisotropic spectral cut-off estimation under multiplicative measurement errors},
  author={S. Miguel},
  year={2021}
}
We study the non-parametric estimation of an unknown density f with support on R+ based on an i.i.d. sample with multiplicative measurement errors. The proposed fullydata driven procedure is based on the estimation of the Mellin transform of the density f and a regularisation of the inverse of the Mellin transform by a spectral cut-off. The upcoming bias-variance trade-off is dealt with by a data-driven anisotropic choice of the cut-off parameter. In order to discuss the bias term, we consider… Expand

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