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Asymptotic normality of kernel type deconvolution estimators

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 نشر من قبل A. J. van Es
 تاريخ النشر 2001
  مجال البحث الاحصاء الرياضي
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We derive asymptotic normality of kernel type deconvolution estimators of the density, the distribution function at a fixed point, and of the probability of an interval. We consider the so called super smooth case where the characteristic function of the known distribution decreases exponentially. It turns out that the limit behavior of the pointwise estimators of the density and distribution function is relatively straightforward while the asymptotics of the estimator of the probability of an interval depends in a complicated way on the sequence of bandwidths.

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