Weak convergence of the supremum distance for supersmooth kernel deconvolution

Details Weak convergence of the supremum distance for supersmooth kernel deconvolution Weak convergence of the supremum distance for supersmooth kernel deconvolution

2008-02-15

arxiv.org/abs/0802.2186v3

Mathematics

Statistics Theory

12 pages

Scientific paper

We derive the asymptotic distribution of the supremum distance of the
deconvolution kernel density estimator to its expectation for certain
supersmooth deconvolution problems. It turns out that the asymptotics are
essentially different from the corresponding results for ordinary smooth
deconvolution.

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