Integrated Square Error Asymptotics for Supersmooth Deconvolution

DOI10.1111/j.1467-9469.2006.00517.xzbMath1164.62335OpenAlexW2057988262MaRDI QIDQ5430624

Hajo Holzmann, Leif Boysen

Publication date: 16 December 2007

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00517.x

zbMATH Keywords

inverse problemdensity estimationdegenerate U statistics

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (6)

Iterative kernel density estimation from noisy-dependent observations ⋮ Deconvolution for an atomic distribution ⋮ Weak convergence of the supremum distance for supersmooth kernel deconvolution ⋮ Integrated Square Error Asymptotics for Supersmooth Deconvolution ⋮ SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS ⋮ Goodness-of-fit testing of error distribution in linear measurement error models

Cites Work

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• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function
• Optimal Rates of Convergence for Deconvolving a Density
• Statistical Inverse Estimation in Hilbert Scales
• Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary
• Multivariate T-Distributions and Their Applications
• Integrated Square Error Asymptotics for Supersmooth Deconvolution
• Asymptotic Normality of Kernel-Type Deconvolution Estimators

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