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Asymptotic Normality of Kernel-Type Deconvolution Estimators

机译:核型反卷积估计量的渐近正态性

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摘要

We derive asymptotic normality of kernel-type deconvolution estimators of the density, the distribution function at a fixed point, and of the probability of an interval. We consider so-called super smooth deconvolution problems where the characteristic function of the known distribution decreases exponentially, but faster than that of the Cauchy distribution. It turns out that the limit behaviour of the point wise estimators of the density and distribution function is relatively straightforward, while the asymptotic behaviour of the estimator of the probability of an interval depends in a complicated way on the sequence of bandwidths.
机译:我们导出密度,固定点处的分布函数以及区间概率的核型反卷积估计量的渐近正态性。我们考虑所谓的超光滑反卷积问题,其中已知分布的特征函数呈指数下降,但比柯西分布的特征函数快。事实证明,密度和分布函数的逐点估计量的极限行为相对简单,而区间概率的估计量的渐近行为则以复杂的方式取决于带宽序列。

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