Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152885 | Statistics & Probability Letters | 2010 | 8 Pages |
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
Weixing Song,