Rates of convergence for constrained deconvolution problem

Denis Belomestny

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arXiv · math/0306237

Rates of convergence for constrained deconvolution problem

Denis Belomestny

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Abstract

Let $X$ and $Y$ be two independent identically distributed random variables with density $p(x)$ and $Z=αX+βY$ for some constants $α>0$ and $β>0$. We consider the problem of estimating $p(x)$ by means of the samples from the distribution of $Z$. Non-parametric estimator based on the sync kernel is constructed and asymptotic behaviour of the corresponding mean integrated square error is investigated.

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Denis Belomestny. 2003-06-16. Rates of convergence for constrained deconvolution problem. https://arxiv.org/abs/math/0306237

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