Wavelet Deconvolution

Jianqing Fan, Ja-Yong Koo
This paper studies the issue of optimal deconvolution density estimation using wavelets. We explore the asymptotic properties of estimators based on thresholding of estimated wavelet coefficients. Minimax rates of convergence under the integrated square loss are studied over Besov classes Bσ pq of functions for both ordinary smooth and supersmooth convolution kernels. The minimax rates of convergence depend on the smoothness of functions to be deconvoluted and the decay rate of the characteristic function of convolution kernels. It is shown that no linear deconvolution estimators can achieve the optimal rates of convergence in teh Besov spaces with p<2 when the convolution kernel is ordinary smooth and super smooth. If the convolution kernel is ordinary smooth, then linear estimators can be improved by using threshold wavelet deconvolution estimators which are asymptotically minimax within logarithmic terms. Adaptive minimax properties of thresholding wavelet deconvolution estimators are also discussed.
1999-09-01