Deconvolution from panel data with unknown error distribution
نویسندگان
چکیده
منابع مشابه
Deconvolution from panel data with unknown error distribution
We devise a new method of estimating a distribution in a deconvolution model with panel data and an unknown distribution of the additive errors. We prove strong consistency under a minimal condition concerning the zero sets of the involved characteristic functions.
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We consider the problem of estimating a density fX using a sample Y1,. .. , Yn from fY = fX ⋆ fǫ, where fǫ is an unknown density. We assume that an additional sample ǫ1,. .. , ǫm from fǫ is observed. Estimators of fX and its derivatives are constructed by using non-parametric estimators of fY and fǫ and by applying a spectral cutoff in the Fourier domain. We derive the rate of convergence of th...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2007
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2006.09.012