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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-12-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/24/1/30 |