Convergence Rates for III-Posed Inverse Problems with an Unknown Operator

Johannes, Jan, Van Bellegem, Sébastien and Vanhems, Anne (2009) Convergence Rates for III-Posed Inverse Problems with an Unknown Operator. TSE Working Paper, n. 09-030

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This paper studies the estimation of a nonparametric function ' from the inverse problem r = T' given estimates of the function r and of the linear transform T. The rate of convergence of the estimator is derived under two assumptions expressed in a Hilbert scale. The approach provides a unified framework that allows to compare various sets of structural assumptions used in the econometrics literature. General upper bounds are derived for the risk of the estimator of the structural function ' as well as of its derivatives. It is shown that the bounds cover and extend known results given in the literature. Particularly, they imply new results in two applications. The first application is the blind nonparametric deconvolution on the real line, and the second application is
the estimation of the derivatives of the nonparametric instrumental regression function via an iterative Tikhonov regularization scheme.

Item Type: Monograph (Working Paper)
Language: English
Date: 3 April 2009
Uncontrolled Keywords: inverse problem, Hibert scale, blind deconvolution
JEL codes: C14 - Semiparametric and Nonparametric Methods
C30 - General
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 06:00
Last Modified: 07 Mar 2018 13:22

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