Adaptive density estimation in the pile-up model involving measurement errors

Autor: Fabienne Comte, Tabea Rebafka
Přispěvatelé: Mathématiques Appliquées Paris 5 (MAP5 - UMR 8145), Université Paris Descartes - Paris 5 (UPD5)-Institut National des Sciences Mathématiques et de leurs Interactions (INSMI)-Centre National de la Recherche Scientifique (CNRS), Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS), Mathématiques Appliquées à Paris 5 ( MAP5 - UMR 8145 ), Université Paris Descartes - Paris 5 ( UPD5 ) -Institut National des Sciences Mathématiques et de leurs Interactions-Centre National de la Recherche Scientifique ( CNRS ), Laboratoire de Probabilités et Modèles Aléatoires ( LPMA ), Université Pierre et Marie Curie - Paris 6 ( UPMC ) -Université Paris Diderot - Paris 7 ( UPD7 ) -Centre National de la Recherche Scientifique ( CNRS )
Rok vydání: 2012
Předmět:
FOS: Computer and information sciences
Statistics and Probability
Statistics::Theory
Mathematical optimization
fluorescence lifetimes
02 engineering and technology
deconvolution
Statistics - Applications
01 natural sciences
Oracle
010104 statistics & probability
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
62N01
62G07
0202 electrical engineering
electronic engineering
information engineering

Applications (stat.AP)
[ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]
0101 mathematics
Mathematics
Observational error
Nonparametric statistics
Estimator
020206 networking & telecommunications
biased data
projection estimator
[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]
Density estimation
[ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH]
Multivariate kernel density estimation
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Adaptive nonparametric estimation
Deconvolution
Statistics
Probability and Uncertainty

Pile
[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]
Algorithm
Zdroj: Electronic journal of statistics
Electronic journal of statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2012, 6, pp.2002-2037
Electronic Journal of Statistics
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2012, 6, pp.2002-2037. ⟨10.1214/12-EJS737⟩
Electronic journal of statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2012, 6, pp.2002-2037. 〈10.1214/12-EJS737〉
Electronic journal of statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2012, 6, pp.2002-2037. ⟨10.1214/12-EJS737⟩
Electron. J. Statist. 6 (2012), 2002-2037
Electronic Journal of Statistics, 2012, 6, pp.2002-2037. ⟨10.1214/12-EJS737⟩
ISSN: 1935-7524
DOI: 10.1214/12-ejs737
Popis: Motivated by fluorescence lifetime measurements, this paper considers the problem of nonparametric density estimation in the pile-up model, where observations suffer also from measurement errors. In the pile-up model, an observation is defined as the minimum of a random number of i.i.d. variables following the target distribution. Adaptive nonparametric estimators are proposed for this pile-up model with measurement errors. Furthermore, oracle type risk bounds for the mean integrated squared error (MISE) are provided. Finally, the estimation method is assessed by a simulation study and the application to real fluorescence lifetime data.
Databáze: OpenAIRE