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Deconvolution kernel estimator for mean transformation with ordinary smooth error

✍ Scribed by Huai-Zhen Qin; Shi-Yong Feng


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
145 KB
Volume
61
Category
Article
ISSN
0167-7152

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✦ Synopsis


Consider the convolution model Y = X + in which is the ordinary smooth measurement error with a known distribution. The estimator of mean transformation  = E[G(X )] is constructed by deconvolution kernel technique. Moment and weak convergence rates of the proposed estimator are derived under some mild regularity conditions. Simulation results indicate that the underlying estimator is highly accurate and robust.