A Consistent Estimator of a Component of a Convolution

DOI10.1214/AOMS/1177706375zbMATH Open0092.36602OpenAlexW2025277083MaRDI QIDQ3268653FDOQ3268653

Authors: William R. Gaffey 

Publication date: 1959

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177706375

zbMATH Keywords

statistics

Cited In (18)

• The failure rate for the convolution of two distributions, one of which has bounded support
• Kernel and pseudokernel estimators for the a priori density of a multivariate parameter
• On the estimation of the density of shift parameter
• Deconvolving cumulative density from associated random processes
• Simple kernel estimators for certain nonparametric deconvolution problems
• Hypothesis testing by convex optimization
• On the power of the X²goodness of fit test at signal plus noise alternatives
• Deconvolving kernel density estimators
• On deconvolution of distribution functions
• Deconvolution of cumulative distribution function with unknown noise distribution
• Theoretical aspects of ill-posed problems in statistics
• Distribution estimation of a sum random variable from noisy samples
• Deconvolution problem of cumulative distribution function with heteroscedastic errors
• Optimal iterative density deconvolution
• Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
• Deconvolution of a cumulative distribution function with some non-standard noise densities
• Differences and derivatives in kernel estimation
• Multi bandwidth kernel estimators for nonparametric deconvolution problems: asymptotics and finite sample performance

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