Isotonic inverse estimators for nonparametric deconvolution

被引：0
|
作者：
van Es, B
Jongbloed, G
van Zuijlen, M
机构：
[1] Univ Amsterdam, Inst Math, NL-1018 TV Amsterdam, Netherlands
[2] Free Univ Amsterdam, Dept Math, NL-1081 HV Amsterdam, Netherlands
[3] Catholic Univ Nijmegen, Dept Math, NL-6525 ED Nijmegen, Netherlands
来源：
ANNALS OF STATISTICS | 1998年 / 26卷 / 06期
关键词：
convex minorant; cube root asymptotics; isotonic estimation; empirical process;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：2395 / 2406
页数：12
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