Density deconvolution from grouped data with additive errors

Publication date: Available online 11 January 2019Source: Statistics & Probability LettersAuthor(s): Cao Xuan Phuong, Le Thi Hong ThuyAbstractWe study the problem of estimating a density based on grouped data with additive errors. We propose a consistent estimator for the density and compute upper bounds on convergence rate of L2-risk in some cases of error density.

Source: Statistics and Probability Letters - January 11, 2019 Category: Statistics Source Type: research