Sparse Density Estimation with Measurement Errors

This paper aims to estimate an unknown density of the data with measurement errors as a linear combination of functions from a dictionary. The main novelty is the proposal and investigation of the corrected sparse density estimator (CSDE). Inspired by the penalization approach, we propose the weight...

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Bibliographic Details
Main Authors: Xiaowei Yang, Huiming Zhang, Haoyu Wei, Shouzheng Zhang
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/24/1/30