A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise
نویسندگان
چکیده
منابع مشابه
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
Let X1, . . . , Xn be i.i.d. observations, whereXi = Yi+σnZi and the Y ’s and Z’s are independent. Assume that the Y ’s are unobservable and that they have the density f and also that the Z’s have a known density k. Furthermore, let σn depend on n and let σn → 0 as n → ∞. We consider the deconvolution problem, i.e. the problem of estimation of the density f based on the sample X1, . . . , Xn. A...
متن کاملAsymptotic normality for deconvolution kernel density estimators from random fields
The paper discusses the estimation of a continuous density function of the target random field Xi, i ∈ Z N which is contaminated by measurement errors. In particular, the observed random field Yi, i ∈ Z N is such that Yi = Xi + ǫi, where the random error ǫi is from a known distribution and independent of the target random field. Compared to the existing results, the paper is improved in two dir...
متن کاملAsymptotic normality of Powell’s kernel estimator
In this paper, we establish asymptotic normality of Powell’s kernel estimator for the asymptotic covariance matrix of the quantile regression estimator for both i.i.d. and weakly dependent data. As an application, we derive the optimal bandwidth that minimizes the approximate mean squared error of the kernel estimator.
متن کاملAsymptotic normality of the integrated square error of a density estimator in the convolution model
In this paper we consider a kernel estimator of a density in a convolution model and give a central limit theorem for its integrated square error (ISE). The kernel estimator is rather classical in minimax theory when the underlying density is recovered from noisy observations. The kernel is fixed and depends heavily on the distribution of the noise, supposed entirely known. The bandwidth is not...
متن کاملthe effect of traffic density on the accident externality from driving the case study of tehran
در این پژوهش به بررسی اثر افزایش ترافیک بر روی تعداد تصادفات پرداخته شده است. به این منظور 30 تقاطع در شهر تهران بطور تصادفی انتخاب گردید و تعداد تصادفات ماهیانه در این تقاطعات در طول سالهای 89-90 از سازمان کنترل ترافیک شهر تهران استخراج گردید و با استفاده از مدل داده های تابلویی و نرم افزار eviews مدل خطی و درجه دوم تخمین زده شد و در نهایت این نتیجه حاصل شد که تقاطعات پر ترافیک تر تعداد تصادفا...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Econometrics
سال: 2015
ISSN: 2225-1146
DOI: 10.3390/econometrics3030561