Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors

DOI10.1016/J.SPL.2009.10.003zbMath1180.62053OpenAlexW2073352461MaRDI QIDQ844866

Wei-xing Song

Publication date: 5 February 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.10.003

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Related Items (1)

Moderate deviations for some nonparametric estimators with errors in variables

Cites Work

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• Nonparametric regression with errors in variables
• Moderate deviations and large deviations for kernel density estimators
• Deconvolving kernel density estimators
• Optimal Rates of Convergence for Deconvolving a Density
• Large Deviations Limit Theorems for the Kernel Density Estimator
• Consistent deconvolution in density estimation
• Nonparametric Prediction in Measurement Error Models
• Convergence of stochastic processes
• On consistency of kernel density estimators for randomly censored data: Rates holding uniformly over adaptive intervals

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