Article ID Journal Published Year Pages File Type
1152885 Statistics & Probability Letters 2010 8 Pages PDF
Abstract
In this paper, we establish the pointwise and uniform moderate deviations limit results for the deconvolution kernel density estimator in the errors-in-variables model, when the measurement error possesses an ordinary smooth distribution. The results are similar to the moderate deviations theorems for the classical kernel density estimators, but a factor related to the ordinary smooth order is needed to account for the measurement errors.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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