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Speed of convergence in the hausdorff metric for estimators of irregular mixing densities 

Authors: Kumari Chandrawansa - a;  Arnoud C. M. Van Rooij - b; Frits H. Ruymgaart c
Affiliations:   a Oklahoma State University,
b Katholieke Universiteit, Nijmegen
c Texas Tech University,
DOI: 10.1080/10485259908832767
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 10, Issue 4 1999 , pages 375 - 387
Formats available: PDF (English)
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Abstract

In this paper we consider a noisy deconvolution problem where the signal to be recovered is irregular. Like in the ordinary, direct, estimation models also in the present indirect set-up the approximation or estimate is corrupted by the Gibbs phenomenon. But this effect can also be remedied using the Cesagravero averaging technique known from the direct case. Although the supremum norm itself is unsuitable it seems adequate to asses the quality of the estimator in a metric related to it. Here we propose the metric defined by the Hausdorff distance between the extended, closed graphs of two functions. Convergence in this Hausdorff metric entails convergence in the supremum metric if the functions involved are continuous. We obtain a speed of almost sure convergence in the Hausdorff metric for the proposed estimators. This method provides an alternative to an approach from the wavelet or change-point perspective.
Keywords: Irregular input signals; Gibbs phenomenon; Hausdorff metric; Cesagravero averaging; speed of convergence
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