Weak convergence of the supremum distance for supersmooth kernel deconvolution

Bert van Es; Shota Gugushvili

doi:10.1016/j.spl.2008.05.002

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arXiv · 0802.2186

Weak convergence of the supremum distance for supersmooth kernel deconvolution

Bert van Es·Shota Gugushvili

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Abstract

We derive the asymptotic distribution of the supremum distance of the deconvolution kernel density estimator to its expectation for certain supersmooth deconvolution problems. It turns out that the asymptotics are essentially different from the corresponding results for ordinary smooth deconvolution.

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Bert van Es, Shota Gugushvili. 2008-05-09. Weak convergence of the supremum distance for supersmooth kernel deconvolution. https://doi.org/10.1016/j.spl.2008.05.002

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