Weak convergence of the supremum distance for supersmooth kernel deconvolution
| Authors |
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| Publication date |
2008
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| Journal |
Statistics & Probability Letters
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| Volume | Issue number |
78 | 17
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| Pages (from-to) |
2932-2938
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| Organisations |
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Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
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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 corresponding results for ordinary smooth deconvolution.
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| Document type |
Article
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| Published at |
https://doi.org/10.1016/j.spl.2008.05.002
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