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doi.org/10.1214%2Faos%2F1176348248

On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems

Deconvolution problems arise in a variety of situations in statistics. An interesting problem is to estimate the density $f$ of a random variable $X$ based on $n$ i.i.d. observations from $Y = X + \varepsilon$, where $\varepsilon$ is a measurement error with a known distribution.…

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