Suppose that ϕ is a Gaussian density and that g = f * ϕ, where * denotes convolution. From observations with density g, one wishes to estimate f. We analyze an estimate which is a linear combination of estimates of derivatives of g and show that this estimate converges in an L2 norm at a rate which is compatible with the pointwise optimal rate established by Fan (1991).
No takes yet. Share an insight, caveat, or question.
Elias Masry (1992) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: