Deconvolving a density from contaminated dependent observations

DOI10.1007/BF01856539zbMATH Open0843.62042OpenAlexW2055598054MaRDI QIDQ1915249FDOQ1915249

Authors: 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

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zbMATH Keywords

rate of convergencedependenceidentifiabilityempirical characteristic functionlinear processcontaminationmarginal densitydeconvolution kernel density estimatorsalmost sure deconvolution rateserror characteristic function

Mathematics Subject Classification ID

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

Cites Work

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• Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
• Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives
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Cited In (7)

• Data-driven deconvolution
• Proportional trapping-removal models with contaminated data
• Deconvolving a density from partially contaminated observations
• Nonparametric regression with errors-in-all-variables
• Deconvolving multidimensional density from partially contaminated observations
• Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
• Title not available (Why is that?)

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