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Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors

In this paper, we establish the pointwise and uniform moderate deviations limit results for the deconvolution kernel density estimator in the errors-in-variables model, when the measurement error possesses an ordinary smooth distribution. The results are similar to the moderate deviations theorems for the classical kernel density estimators, but a factor related to the ordinary smooth order is needed to account for the measurement errors.
Year of publication:
2010
Authors: Song, Weixing
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 3-4, p. 169-176
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008551113
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