Isotonic inverse estimators for nonparametric deconvolution
van Es, Bert ; Jongbloed, Geurt ; van Zuijlen, Martien
Ann. Statist., Tome 26 (1998) no. 3, p. 2395-2406 / Harvested from Project Euclid
A new nonparametric estimation procedure is introduced for the distribution function in a class of deconvolution problems, where the convolution density has one discontinuity. The estimator is shown to be consistent and its cube root asymptotic distribution theory is established. Known results on the minimax risk for the estimation problem indicate the estimator to be efficient.
Publié le : 1998-12-14
Classification:  Convex minorant,  cube root asymptotics,  isotonic estimation,  empirical process,  62G05,  62E20
@article{1024691476,
     author = {van Es, Bert and Jongbloed, Geurt and van Zuijlen, Martien},
     title = {Isotonic inverse estimators for nonparametric
		 deconvolution},
     journal = {Ann. Statist.},
     volume = {26},
     number = {3},
     year = {1998},
     pages = { 2395-2406},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024691476}
}
van Es, Bert; Jongbloed, Geurt; van Zuijlen, Martien. Isotonic inverse estimators for nonparametric
		 deconvolution. Ann. Statist., Tome 26 (1998) no. 3, pp.  2395-2406. http://gdmltest.u-ga.fr/item/1024691476/