Rates of convergence for constrained deconvolution problem

2003/06/16 by Denis Belomestny, Belomestny, Denis
Mathematics · #62E20 #62G05 #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #msc:62E20 #msc:62G05 #stat.TH

paper · pdf · doi:10.48550/arxiv.math/0306237

arxiv created 2003/06/16 · arxiv updated 2009/11/30

Abstract

Let X and Y be two independent identically distributed random variables with density p(x) and Z=αX+βY for some constants α>0 and β>0. We consider the problem of estimating p(x) by means of the samples from the distribution of Z. Non-parametric estimator based on the sync kernel is constructed and asymptotic behaviour of the corresponding mean integrated square error is investigated.

Related

• Deconvolution with unknown error distribution
• Multiplicative deconvolution under unknown error distribution
• Deconvolution of arbitrary distribution functions and densities
• Adaptive Posterior Convergence Rates in Bayesian Density Deconvolution with Supersmooth Errors
• Estimation of distributions, moments and quantiles in deconvolution problems