Bianca Neubert

Bianca Neubert

Quadratic functional estimation from observations with multiplicative measurement error


10 novembre 2023    
15h30 - 16h30

Salle du Conseil, Espace Turing
45 rue des Saints-Pères, Paris, 75006

Type d’évènement

Given observations from a positive random variable contaminated by a multiplicative measurement error, we consider the task of non-parametric estimation of the quadratic functional of the unknown density in a non-asymptotic framework. We propose a kernel estimator based on the empirical Mellin transform using indirect observations. We derive upper bounds for the risk of the estimator over Mellin-Sobolev spaces naturally characterizing regularity and ill-posedness in this model.

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