Isotonic inverse estimators for nonparametric deconvolution

成果类型:
Article
署名作者:
van Es, B; Jongbloed, G; van Zuijlen, M
署名单位:
University of Amsterdam; Vrije Universiteit Amsterdam; Radboud University Nijmegen
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
发表日期:
1998
页码:
2395-2406
关键词:
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.