Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152894 | Statistics & Probability Letters | 2010 | 6 Pages |
Abstract
We estimate the distribution of a real-valued random variable from contaminated observations. The additive error is supposed to be normally distributed, but with an unknown variance. The distribution is identifiable from the observations if we restrict the class of considered distributions by a simple condition in the time domain. A minimum distance estimator is shown to be consistent imposing only a slightly stronger assumption than the identification condition.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Maik Schwarz, Sébastien Van Bellegem,