Weak convergence of the supremum distance for supersmooth kernel deconvolution

We derive the asymptotic distribution of the supremum distance of the deconvolution kernel density estimator to its expectation for certain supersmooth deconvolution problems. It turns out that the asymptotics are essentially different from corresponding results for ordinary smooth deconvolution.

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Year of publication:	2008
Authors:	van Es, Bert ; Gugushvili, Shota
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 17, p. 2932-2938
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005314006