Consistency of maximum likelihood estimators in a large class of deconvolution models

DOI10.1002/CJS.11152zbMath1273.62069OpenAlexW2160622425MaRDI QIDQ2852555

Stefanie Michael, Piet Groeneboom, Geurt Jongbloed

Publication date: 9 October 2013

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11152

zbMATH Keywords

inverse problemsnonparametric estimationempirical process theory

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Nonparametric (smoothed) likelihood and integral equations ⋮ Bivariate uniform deconvolution ⋮ Stereological determination of particle size distributions for similar convex bodies ⋮ Least squares estimation of a completely monotone pmf: from analysis to statistics

Cites Work

• On deconvolution of distribution functions
• On the optimal rates of convergence for nonparametric deconvolution problems
• Deconvolution problems in nonparametric statistics
• Global rate results for the MLE in a class of deconvolution models
• Isotonic inverse estimators for nonparametric deconvolution
• Fourier methods for estimating mixing densities and distributions
• Weak convergence and empirical processes. With applications to statistics
• A consistent nonparametric density estimator for the deconvolution problem
• Deconvolution of a Distribution Function
• Wavelet deconvolution
• Consistent deconvolution in density estimation
• The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models
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