Title of article :
Deconvolution boundary kernel method in nonparametric density estimation
Author/Authors :
Zhang، نويسنده , , Shunpu and Karunamuni، نويسنده , , Rohana J. Karunamuni، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
This paper considers the nonparametric deconvolution problem when the true density function is left (or right) truncated. We propose to remove the boundary effect of the conventional deconvolution density estimator by using a special class of kernels: the deconvolution boundary kernels. Methods for constructing such kernels are provided. The mean squared error properties, including the rates of convergence, are investigated for supersmooth and ordinary smooth errors. Numerical simulations show that the deconvolution boundary kernel estimator successfully removes the boundary effects of the conventional deconvolution density estimator.
Keywords :
Deconvolution , Nonparametric density estimation , Boundary kernel function , Fourier transformation , Global optimal bandwidth
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference