On asymptotic distribution of integrated squared error of an estimate of a component of a convolution

MaRDI QIDQ1332103zbMATH OpenFDO

Authors M. Ya. Penskaya, V. I. Piterbarg

Publication date 8 November 1994

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic mean and varianceasymptotic normalityconvolutionexplicit expressionsintegrated squared errorkernel estimatorprior density

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Density estimation (62G07)

Recommendations

• Asymptotic normality of the integrated square error of a density estimator in the convolution model
• scientific article; zbMATH DE number 4205634
• On the limit distribution of the squared deviation of a generalized estimator like a kernel of the distribution density
• Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth

Cited in

(5)

• Adaptive wavelet estimator for nonparametric density deconvolution
• Further results on convolutions involving Gaussian error function \(er f ({|x|}^{1/2})\)
• Asymptotic normality of the integrated square error of a density estimator in the convolution model
• A supplement to the convolution theorem
• Density testing in a contaminated sample

This page was built for publication: On asymptotic distribution of integrated squared error of an estimate of a component of a convolution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1332103)