Deconvolution with unknown error distribution

Abstract
We consider the problem of estimating a density using a sample from , where is an unknown density. We assume that an additional sample from is observed. Estimators of and its derivatives are constructed by using nonparametric estimators of and and by applying a spectral cut-off in the Fourier domain. We derive the rate of convergence of the estimators in case of a known and unknown error density , where it is assumed that satisfies a polynomial, logarithmic or general source condition. It is shown that the proposed estimators are asymptotically optimal in a minimax sense in the models with known or unknown error density, if the density belongs to a Sobolev space and is ordinary smooth or supersmooth.
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