convolution estimator for the response density that has the same bias as the usual estimators based on the responses, but a …

convolution estimator is of order 1/n. This is faster than the rate for the kernel density method. The intuition behind this … result is that the convolution estimator uses model information, and thus an improvement can be expected. We also derive the …The problem of estimating an unknown density function has been widely studied. In this paper we present a convolution …