Invariance principles for deconvoluting kernel density estimation

DOI10.1080/10485259608832696zbMath0925.62150OpenAlexW2019903810MaRDI QIDQ4344663

Stergios B. Fotopoulos

Publication date: 17 November 1999

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259608832696

zbMATH Keywords

deconvolutionnonparametric density estimatorsmoothness of error distribution

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables

Cites Work

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• Consistent deconvolution in density estimation

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