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Choosing the smoothing parameter in a Fourier approach to non-parametric deconvolution of a density estimate.

Barry, J. and Diggle, Peter J. (1995) Choosing the smoothing parameter in a Fourier approach to non-parametric deconvolution of a density estimate. Journal of Non-parametric Statistics, 4 (3). pp. 223-232. ISSN 1029-0311

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Abstract

In this note we derive a weighted non-linear least squares procedure for choosing the smoothing parameter in a Fourier approach to deconvolution of a density estimate. The method has the advantage over a previous procedure in that it is robust to the range of frequencies over which the model is fitted. A simulation study with different parametric forms for the densities in the convolution equation demonstrates that the method can perform well in practice. A truncated form of the estimator generally has a lower mean asymptotic integrated squared error than an alternative, continuously damped form, but the damped method gives better estimates of tail probabilities.

Item Type: Article
Journal or Publication Title: Journal of Non-parametric Statistics
Uncontrolled Keywords: Deconvolution ; density estimation ; Fourier transform ; smoothing
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Mathematics and Statistics
Faculty of Health and Medicine > Medicine
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ID Code: 19553
Deposited By: ep_ss_importer
Deposited On: 11 Nov 2008 11:21
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 15:32
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/19553

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