Density deconvolution from repeated measurements without symmetry assumption on the errors

Abstract : We consider deconvolution from repeated observations with unknown error distribution. So far, this model has mostly been studied under the additional assumption that the errors are symmetric. We construct an estimator for the non-symmetric error case and study its theoretical properties and practical performance. It is interesting to note that we can improve substantially upon the rates of convergence which have so far been presented in the literature and, at the same time, dispose of most of the extremely restrictive assumptions which have been imposed so far.
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Journal of Multivariate Analysis, Elsevier, 2015, 140, pp.31-46. <http://www.sciencedirect.com/science/article/pii/S0047259X15000925>. <10.1016/j.jmva.2015.04.004>
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Dernière modification le : mardi 11 octobre 2016 - 13:28:02
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Fabienne Comte, Johanna Kappus. Density deconvolution from repeated measurements without symmetry assumption on the errors. Journal of Multivariate Analysis, Elsevier, 2015, 140, pp.31-46. <http://www.sciencedirect.com/science/article/pii/S0047259X15000925>. <10.1016/j.jmva.2015.04.004>. <hal-01010409>

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