Semiparametric deconvolution with unknown error variance
نویسندگان
چکیده
منابع مشابه
Deconvolution with unknown error distribution
We consider the problem of estimating a density fX using a sample Y1, . . . , Yn from fY = fX ? fε, where fε is an unknown density function. We assume that an additional sample ε1, . . . , εm from fε is given. Estimators of fX and its derivatives are constructed using nonparametric estimators of fY and fε and applying a spectral cut-off in the Fourier domain. In this paper the rate of convergen...
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ژورنال
عنوان ژورنال: Journal of Productivity Analysis
سال: 2010
ISSN: 0895-562X,1573-0441
DOI: 10.1007/s11123-010-0193-z