Montag, 17. April 2023, 16:45 - 17:45 iCal

ISOR Colloquium

"Nonparametric estimation under Gaussian measurement error with conditionally heteroscedastic variances"

Speaker: Alexander Meister (University of Rostock, Germany)

HS 7 OMP1 (#1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien


We consider the problem of estimating a density based on replicated observations which are contaminated by centered Gaussian noise where the conditional noise variance may depend on the unobserved random variable with the target density. Standard Fourier techniques for deconvolution seem inappropriate in the underlying setting. We introduce nonparametric estimators of both the target density and the variance function based on higher-order Kronecker moments and show that these procedures attain optimal minimax convergence rates. Extension to the corresponding errors-in-variable regression model is provided.

This talk is based on a joint work with Aurore Delaigle and Jiyang Zhang (University of Melbourne).


The talk also can be joined online via ZOOM:

Meeting room opens at: April 17, 2023, 4.30 pm Vienna

Meeting ID: 636 4501 6411

Password: 347195

Zur Webseite der Veranstaltung


Institut für Statistik und Operations Research


Sabine Sobotka-Tompits, BA
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38631