Global rate results for the MLE in a class of deconvolution models

We consider deconvolution models with noise variables that have bounded, decreasing densities with compact support. The nonparametric maximum likelihood estimator of the distribution function is shown to converge globally at a rate n-1/3 with respect to theL2-metric.

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Year of publication:	2009
Authors:	Donauer, Stefanie ; Groeneboom, Piet ; Jongbloed, Geurt
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 4, p. 519-524
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005138133