AN ORTHOGONAL SERIES ESTIMATOR FOR NONPARAMETRIC DENSITY ECONVOLUTION PROBLEM
Keywords:
density deconvolution problem; orthogonal series estimator; consistency; levels of convergence
Abstract
Let be a continuous random variable with a density function blocked and has a compact supported on . In this study, we examine the estimation problem on the basis of a random sample from the distribution of random variables generated by the model . Here is a random variable compiled with a known distribution. By applying an orthogonal series estimation method, we propose a nonparametric estimator of . We then establish some convergence results of the respective estimates against the mean integral squared error under some certain conditions set on the distributions of and
điểm /
đánh giá
Published
2021-08-02
Section
NGHIÊN CỨU - TRAO ĐỔI