TY - JOUR
T1 - Asymptotic normality of nonparametric kernel type deconvolution density estimators
T2 - Crossing the cauchy boundary
AU - Van Es, A. J.
AU - Uh, H. W.
N1 - Funding Information:
The research of the second author has been financed by the Netherlands Organization for the Advancement of Scientific Research (NWO). This article consists of a part of the Ph.D. thesis of H.-W. Uh at the University of Amsterdam. We would like to thank one of the referees whose thorough reading of the original manuscript and subsequent remarks has tremendously improved the readability of the article.
PY - 2004/2
Y1 - 2004/2
N2 - 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 λ-stable distribution with 0 < λ ≤ 2. It turns out that the limit behavior changes if the exponent parameter λ passes the value 1, the case of Cauchy deconvolution.
AB - 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 λ-stable distribution with 0 < λ ≤ 2. It turns out that the limit behavior changes if the exponent parameter λ passes the value 1, the case of Cauchy deconvolution.
KW - Asymptotic normality
KW - Deconvolution
KW - Kernel estimation
UR - http://www.scopus.com/inward/record.url?scp=0442313365&partnerID=8YFLogxK
U2 - 10.1080/10485250310001644574
DO - 10.1080/10485250310001644574
M3 - Article
AN - SCOPUS:0442313365
SN - 1048-5252
VL - 16
SP - 261
EP - 277
JO - Journal of Nonparametric Statistics
JF - Journal of Nonparametric Statistics
IS - 1-2
ER -