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arxiv: 1302.6103 · v3 · pith:GXN44UN3new · submitted 2013-02-25 · 🧮 math.ST · stat.TH

Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension

classification 🧮 math.ST stat.TH
keywords wassersteindimensionboundsconvergencedeconvolutiondistributionerrorsestimation
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The subject of this paper is the estimation of a probability measure on ${\mathbb R}^d$ from data observed with an additive noise, under the Wasserstein metric of order $p$ (with $p\geq 1$). We assume that the distribution of the errors is known and belongs to a class of supersmooth distributions, and we give optimal rates of convergence for the Wasserstein metric of order $p$. In particular, we show how to use the existing lower bounds for the estimation of the cumulative distribution function in dimension one to find lower bounds for the Wasserstein deconvolution in any dimension.

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