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Estimating a mixing distribution in a multiple observation setting |
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| Authors: | Y. P. Mack Norman S. Matloff |
| Affiliation: | Division of Statistics, University of California, Davis, CA 95616, USA Division of Computer Science, University of California, Davis, CA 95616, USA |
| Abstract: | Given unobservable i.i.d. r.v.'s Mi with c.d.f. F, and observable r.v.'s Yij with E(Yij|Mi) = Mi; we study a nonparametric estimate of F based on the Yij's by conditioning and kernel techniques. This investigation extends previous works of Blischke (1965) and James (1978). |
| Keywords: | Mixing distribution multiple observation deconvolution Berry–Esséen nonparametric estimation asymptotic normality |
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