Bivariate uniform deconvolution

DOI10.1080/02331888.2015.1104310MaRDI QIDQ2953568zbMATH OpenOpenAlexFDO

Authors Martina Benešová, Peter Tegelaar, Bert van Es

Publication date 4 January 2017

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.0935

zbMATH Keywords

density estimationkernel estimationuniform deconvolution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Abstract: We construct a density estimator in the bivariate uniform deconvolution model. For this model we derive four inversion formulas to express the bivariate density that we want to estimate in terms of the bivariate density of the observations. By substituting a kernel density estimator of the density of the observations we then get four different estimators. Next we construct an asymptotically optimal convex combination of these four estimators. Expansions for the bias, variance, as well as asymptotic normality, are derived. Some simulated examples are presented.

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Cites work

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Cited in

(4)

• Bivariate kernel deconvolution with panel data
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