RT Monograph
SR 00
A1 Schwarz, Maik
A1 Van Bellegem, Sébastien
T1 Consistent Density Deconvolution under Partially Known Error Distribution
YR 2009
FD 2009-10-06
VO 09-097
K1 deconvolution
K1 error measurement
K1 density estimation
AB We estimate the distribution of a real-valued random variable from contaminated observations. The additive error is supposed to be normally distributed, but with unknown variance. The distribution is identifiable from the observations if we restrict the class of considered distributions by a simple condition in the time domain. A minimum distance estimator is shown to be consistent imposing only a slightly stronger assumption than the identification condition.
T2 TSE Working Paper
PB TSE Working Paper
AV Published
LK https://publications.ut-capitole.fr/id/eprint/3252/
UL http://tse-fr.eu/pub/22200