2011
DOI: 10.1080/10485252.2011.576763
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Deconvolution for an atomic distribution: rates of convergence

Abstract: Abstract. Let X 1 , . . . , Xn be i.i.d. copies of a random variable X = Y + Z, where X i = Y i + Z i , and Y i and Z i are independent and have the same distribution as Y and Z, respectively. Assume that the random variables Y i 's are unobservable and that Y = AV, where A and V are independent, A has a Bernoulli distribution with probability of success equal to 1 − p and V has a distribution function F with density f. Let the random variable Z have a known distribution with density k. Based on a sample X 1 ,… Show more

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Cited by 8 publications
(18 citation statements)
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“…There are only two recent works (van Es et al, 2008; Lee et al, 2010) which consider mixtures of one discrete atom and one continuous component in the context of measurement error models. (The two estimators are essentially the same, whose convergence rates were recently derived by Gugushvili et al (2011).) However, they do not consider boundaries, hence the proposed estimators give poor performance near non-smooth boundaries.…”
Section: Introductionmentioning
confidence: 89%
“…There are only two recent works (van Es et al, 2008; Lee et al, 2010) which consider mixtures of one discrete atom and one continuous component in the context of measurement error models. (The two estimators are essentially the same, whose convergence rates were recently derived by Gugushvili et al (2011).) However, they do not consider boundaries, hence the proposed estimators give poor performance near non-smooth boundaries.…”
Section: Introductionmentioning
confidence: 89%
“…Recently there are two studies (Lee, Shen, Burch, & Marron, 2010;van Es, Gugushvili, & Spreij, 2008) which consider mixtures of one discrete atom and one continuous component in the context of measurement error models, and independently propose the same estimator. The convergence rate of the estimator is recently derived by Gugushvili, Van Es, and Spreij (2011).…”
Section: Introductionmentioning
confidence: 99%
“…We use the construction of [GvES11] and introduce a smooth real valued kernel Φ K in the Fourier domain that satisfies:…”
Section: Non Adaptive Estimation Of Pmentioning
confidence: 99%
“…We keep the same presentation and first briefly describe the estimator proposed by [GvES11]. We describe our adaptive procedure.…”
Section: Proof Of Theoremmentioning
confidence: 99%
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