Density Estimation with Replicate Heteroscedastic Measurements
نویسندگان
چکیده
منابع مشابه
Density Estimation with Replicate Heteroscedastic Measurements.
We present a deconvolution estimator for the density function of a random variable from a set of independent replicate measurements. We assume that measurements are made with normally distributed errors having unknown and possibly heterogeneous variances. The estimator generalizes the deconvoluting kernel density estimator of Stefanski and Carroll (1990), with error variances estimated from the...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2009
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-009-0220-x