Deconvolving a density from contaminated dependent observations

DOI10.1007/BF01856539zbMath0843.62042OpenAlexW2055598054MaRDI QIDQ1915249

Christian H. Hesse

Publication date: 21 August 1996

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01856539

zbMATH Keywords

rate of convergencelinear processempirical characteristic functionidentifiabilitycontaminationdependencemarginal densitydeconvolution kernel density estimatorsalmost sure deconvolution rateserror characteristic function

Mathematics Subject Classification ID

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

Related Items (2)

Data-driven deconvolution ⋮ Nonparametric regression with errors-in-all-variables

Cites Work

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• Deconvolving kernel density estimators
• On errors-in-variables for binary regression models
• Optimal Rates of Convergence for Deconvolving a Density
• Gaussian deconvolution via differentiation
• Deconvolution with supersmooth distributions
• The Empirical Bayes Approach to Statistical Decision Problems
• Robust Statistics

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