Consistent density deconvolution under partially known error distribution
نویسندگان
چکیده
منابع مشابه
Consistent Density Deconvolution under Partially Known Error Distribution
We estimate the distribution of a real-valued random variable from contaminated observations. The additive error is supposed to be normally distributed, but with unknown variance. The distribution is identifiable from the observations if we restrict the class of considered distributions by a simple condition in the time domain. A minimum distance estimator is shown to be consistent imposing onl...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2010
ISSN: 0167-7152
DOI: 10.1016/j.spl.2009.10.012