Title

Density Deconvolution Of Different Conditional Distributions

Keywords

Deconvolution; Ill-posed problem; Probability density

Abstract

Recently, a new technique to circumvent the ill-posedness of the deconvolution problem has been suggested. This technique is based on what is known as multi-channel convolution system. In this paper, we modify and develop this technique in order to adapt it for statistical use. We then apply it to the problem of estimation of deconvolution density in the case of different conditional densities. This method enables us to combine equations efficiently for any set of conditional densities and to construct estimators in cases where the characteristic functions of the conditional distributions vanish at some points, as it happens in the case of uniform and triangular distributions.

Publication Date

12-1-2002

Publication Title

Annals of the Institute of Statistical Mathematics

Volume

54

Issue

3

Number of Pages

701-712

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1023/A:1022435832605

Socpus ID

12244304144 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/12244304144

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