English

Rates of convergence for constrained deconvolution problem

Statistics Theory 2007-06-13 v1 Statistics Theory

Abstract

Let XX and YY be two independent identically distributed random variables with density p(x)p(x) and Z=αX+βYZ=\alpha X+\beta Y for some constants α>0\alpha>0 and β>0\beta>0. We consider the problem of estimating p(x)p(x) by means of the samples from the distribution of ZZ. Non-parametric estimator based on the sync kernel is constructed and asymptotic behaviour of the corresponding mean integrated square error is investigated.

Keywords

Cite

@article{arxiv.math/0306237,
  title  = {Rates of convergence for constrained deconvolution problem},
  author = {Denis Belomestny},
  journal= {arXiv preprint arXiv:math/0306237},
  year   = {2007}
}