Invariance principles for deconvoluting kernel density estimation

DOI10.1080/10485259608832696MaRDI QIDQ4344663zbMATH OpenOpenAlexFDO

Authors Stergios Fotopoulos

Publication date 17 November 1999

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259608832696

zbMATH Keywords

deconvolutionnonparametric density estimatorsmoothness of error distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)

Recommendations

• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
• Deconvolution with arbitrarily smooth kernels
• Rates of convergence of some estimators in a class of deconvolution problems
• scientific article; zbMATH DE number 775754

Cites work

• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• A consistent nonparametric density estimator for the deconvolution problem
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An asymptotic theory for empirical reliability and concentration processes
• Consistent deconvolution in density estimation
• Deconvolution with supersmooth distributions
• Deconvolving kernel density estimators
• Deviations between sample quantiles and empirical processes under absolute regular properties
• Estimating a density and its derivatives via the minimum distance method
• Fourier methods for estimating mixing densities and distributions
• On the Integral Mean Square Error of Some Nonparametric Estimates for the Density Function
• On the centering of a simple linear rank statistic
• On the optimal rates of convergence for nonparametric deconvolution problems
• Optimal Rates of Convergence for Deconvolving a Density
• Variable window width kernel estimates of probability densities

Cited in

(2)

• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables
• Deconvolution boundary kernel method in nonparametric density estimation

This page was built for publication: Invariance principles for deconvoluting kernel density estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4344663)