Density deconvolution from repeated measurements without symmetry assumption on the errors
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Publication:495339
DOI10.1016/J.JMVA.2015.04.004zbMATH Open1327.62202arXiv1407.3495OpenAlexW2041025328MaRDI QIDQ495339FDOQ495339
Publication date: 10 September 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Abstract: We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are symmetric. We construct an estimator for the non-symmetric error case and study its theoretical properties and practical performance. It is interesting to note that we can improve substantially upon the rates of convergence which have so far been presented in the literature and, at the same time, dispose of most of the extremely restrictive assumptions which have been imposed so far.
Full work available at URL: https://arxiv.org/abs/1407.3495
Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)
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Cited In (12)
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- AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR
- ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS
- Density deconvolution with small Berkson errors
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