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Asymptotic Normality of Nonparametric Kernel Type Deconvolution Density Estimators: crossing the Cauchy boundary

A. J. van Es·H. -W. Uh
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Abstract

We derive asymptotic normality of kernel type deconvolution density estimators. In particular we consider deconvolution problems where the known component of the convolution has a symmetric lambda-stable distribution, 0<lambda<= 2. It turns out that the limit behavior changes if the exponent parameter lambda passes the value one, the case of Cauchy deconvolution.

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A. J. van Es, H. -W. Uh. 2003-05-22. Asymptotic Normality of Nonparametric Kernel Type Deconvolution Density Estimators: crossing the Cauchy boundary. https://arxiv.org/abs/math/0212007

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