Nonparametric density deconvolution by weighted kernel estimators
نویسندگان
چکیده
JSM, Denver, 4 August 2008 – 3 / 23 We observe a univariate random sample Y1, . . . , Yn from a density g, where Yi = Xi + Zi (i = 1, . . . , n). Here X1, . . . , Xn are independent and identically distributed with unknown continuous density f , and the measurement errors Z1, . . . , Zn form a random sample from the continuous density η which we assume to be known. Our goal is to obtain a nonparametric estimate of f from the observed sample. Classical approach (I)
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ورودعنوان ژورنال:
- Statistics and Computing
دوره 19 شماره
صفحات -
تاریخ انتشار 2009