Deconvolution of P(X<Y) with supersmooth error distributions

This paper deals with the nonparametric estimation of P(X<Y) when both X and Y are observed with additional errors. We develop a deconvolution estimator and show that it is minimax optimal and adaptive in the case of supersmooth error distributions. Some numerical results are presented.

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Year of publication:	2013
Authors:	Dattner, I.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 8, p. 1880-1887
Publisher:	Elsevier
Subject:	Adaptive estimator \| Deconvolution \| Measurement error \| Receiver operating characteristic \| Stress–strength model

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010678724