Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance

Bert van Es; Shota Gugushvili

doi:10.1016/j.jkss.2009.04.007

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Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance

Bert van Es Shota Gugushvili

Year: 2009 Journal: Journal of the Korean Statistical Society Vol: 39 (1)Pages: 103-115 Publisher: Elsevier BV

DOI: 10.1016/j.jkss.2009.04.007

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Keywords:

Deconvolution Estimator Kernel density estimation Mathematics Normality Kernel (algebra) Variance (accounting) Minimum-variance unbiased estimator Asymptotic distribution Statistics Applied mathematics Economics Combinatorics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Stochastic processes and financial applications

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Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance

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