* Denis Belomestny (Duisburg-Essen University) - MAP5-UMR 8145

Denis Belomestny (Duisburg-Essen University)

Deconvolution of k-monotone densities

vendredi 3 octobre 2014, 10h30 - 11h30

Salle de réunion, espace Turing


In this talk, we discuss the problem of statistical inference for a k-monotone density based on a sample from it corrupted by noise.
We derive the minimax convergence rates, construct a kernel estimate which achieves this rates and discuss the optimality of the rates.
The construction of the corresponding lower bounds is closely connected to the so called uncertainty principle in Fourier analysis.