Strong Lp convergence of wavelet deconvolution density estimators

Abstract

Using compactly supported wavelets, Giné and Nickl [Uniform limit theorems for wavelet density estimators, Ann. Probab. 37(4) (2009) 1605–1646] obtain the optimal strong [Formula: see text] convergence rates of wavelet estimators for a fixed noise-free density function. They also study the same problem by spline wavelets [Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections, Bernoulli 16(4) (2010) 1137–1163]. This paper considers the strong [Formula: see text] convergence of wavelet deconvolution density estimators. We first show the strong [Formula: see text] consistency of our wavelet estimator, when the Fourier transform of the noise density has no zeros. Then strong [Formula: see text] convergence rates are provided, when the noises are severely and moderately ill-posed. In particular, for moderately ill-posed noises and [Formula: see text], our convergence rate is close to Giné and Nickl’s.