Rates of convergence of some estimators in a class of deconvolution problems

This paper studies the problem of estimating the density of U when only independent copies of X = U + Z is observable where Z is an independent measurement error. Convergence rates of a family of deconvolved kernel density estimators are obtained under different assumptions on the density of Z.

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Year of publication:	1990
Authors:	Stefanski, Leonard A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 3, p. 229-235
Publisher:	Elsevier
Keywords:	Deconvolution density estimation mean squared error measurement error rates of convergence uniform convergence

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

Persistent link: https://www.econbiz.de/10005223027