Asymptotic Normality of Nonparametric Kernel Type Deconvolution Density Estimators: crossing the Cauchy boundary


Abstract in English

We derive asymptotic normality of kernel type deconvolution density estimators. In particular we consider deconvolution problems where the known component of the convolution has a symmetric lambda-stable distribution, 0<lambda<= 2. It turns out that the limit behavior changes if the exponent parameter lambda passes the value one, the case of Cauchy deconvolution.

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