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Deconvolution of a Cumulative Distribution Function with Some Non-standard Noise Densities
- Source :
- Vietnam Journal of Mathematics. 47:327-353
- Publication Year :
- 2018
- Publisher :
- Springer Science and Business Media LLC, 2018.
-
Abstract
- Let X be a continuous random variable having an unknown cumulative distribution function F. We study the problem of estimating F based on i.i.d. observations of a continuous random variable Y from the model Y = X + Z. Here, Z is a random noise distributed with known density g and is independent of X. We focus on some cases of g in which its Fourier transform can vanish on a countable subset of ℝ. We propose an estimator $\hat F$ for F and then investigate upper bounds on convergence rate of $\hat F$ under the root mean squared error. Some numerical experiments are also provided.
- Subjects :
- Mean squared error
General Mathematics
Cumulative distribution function
010102 general mathematics
Mathematical analysis
Estimator
01 natural sciences
Noise (electronics)
010104 statistics & probability
symbols.namesake
Fourier transform
Rate of convergence
symbols
Deconvolution
0101 mathematics
Random variable
Mathematics
Subjects
Details
- ISSN :
- 23052228 and 2305221X
- Volume :
- 47
- Database :
- OpenAIRE
- Journal :
- Vietnam Journal of Mathematics
- Accession number :
- edsair.doi...........08bd8b866639eb5174c1a13f845e40ff