Deconvolving kernel density estimators Academic Article uri icon

abstract

  • This paper considers estimation of a continuousbounded probability density when observations from the density are contaminated by additive measurement errors having a known distribution. Properties of the estimator obtained by deconvolving a kernel estimator of the observed data are investigated. When the kernel used is sufficiently smooth the deconvolved estimator is shown to be pointwise consistent and bounds on its integrated mean squared error are derived. Very weak assumptions are madeon the measurement-error density thereby permitting a comparison of the effects of different types of measurement error on the deconvolved estimator. 1990, Taylor & Francis Group, LLC. All rights reserved.

published proceedings

  • Statistics

altmetric score

  • 4.75

author list (cited authors)

  • Stefanski, L. A., & Carroll, R. J.

citation count

  • 372

complete list of authors

  • Stefanski, Leonard A||Carroll, Raymond J

publication date

  • January 1990