Consistent deconvolution in density estimation
From MaRDI portal
Publication:4729171
DOI10.2307/3314852zbMath0679.62029MaRDI QIDQ4729171
Publication date: 1989
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/419491797938426b95dc649698b690dea79ffdbb
convergence; consistency; characteristic function; deconvolution; signal detection; random noise; density estimate
62G05: Nonparametric estimation
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Cites Work
- The kernel estimate is relatively stable
- Mean square error properties of density estimates
- Mean integrated square error properties of density estimates
- Remarks on Some Nonparametric Estimates of a Density Function
- Deconvolving kernel density estimators
- Optimal Rates of Convergence for Deconvolving a Density
- The estimation of a probability density function from measurements corrupted by Poisson noise (Corresp.)
- On Estimation of a Probability Density Function and Mode
