Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
نویسندگان
چکیده
منابع مشابه
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
Let X1, . . . , Xn be i.i.d. observations, whereXi = Yi+σnZi and the Y ’s and Z’s are independent. Assume that the Y ’s are unobservable and that they have the density f and also that the Z’s have a known density k. Furthermore, let σn depend on n and let σn → 0 as n → ∞. We consider the deconvolution problem, i.e. the problem of estimation of the density f based on the sample X1, . . . , Xn. A...
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ژورنال
عنوان ژورنال: Journal of the Korean Statistical Society
سال: 2010
ISSN: 1226-3192
DOI: 10.1016/j.jkss.2009.04.007