Asymptotic Normality of Nonparametric Kernel Type Deconvolution Density Estimators: crossing the Cauchy boundary
Statistics Theory
2007-06-13 v2 Statistics Theory
Abstract
We derive asymptotic normality of kernel type deconvolution density estimators. In particular we consider deconvolution problems where the known component of the convolution has a symmetric lambda-stable distribution, 0<lambda<= 2. It turns out that the limit behavior changes if the exponent parameter lambda passes the value one, the case of Cauchy deconvolution.
Cite
@article{arxiv.math/0212007,
title = {Asymptotic Normality of Nonparametric Kernel Type Deconvolution Density Estimators: crossing the Cauchy boundary},
author = {A. J. van Es and H. -W. Uh},
journal= {arXiv preprint arXiv:math/0212007},
year = {2007}
}