This paper considers the problem of estimating the error density and distribution function in nonparametric regression models. Su cient conditions are given under which the histogram error density estimator based on nonparametric residuals is uniformly weakly and strongly consistent, and L 1 -consis
Consistent estimates of the mode of the probability density function in nonparametric deconvolution problems
β Scribed by Mustapha Rachdi; Rachid Sabre
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 111 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
β¦ Synopsis
We propose two estimates of the mode of the probability density function for nonparametric deconvolution problems. In fact, we observe Y = X + , where is a measurement error with a known distribution f , and we are interesting by estimating the mode of fX the unknown probability density function of X , where Y1; : : : ; Yn are n i.i.d given observations of Y . We study the asymptotic properties of these mode estimates and the asymptotic normality of the two mode estimates is also given.
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