Least squares cross-validation for the kernel deconvolution density estimatorValidation croisée pour l'estimateur à noyau de la déconvolution d'une densité |
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| Authors: | Élie Youndjé Martin T Wells |
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| Institution: | 1. UMR CNRS 6085, Université de Rouen, 76821 Mont Saint Aignan, France;2. Department of Social Statistics, Cornell University, 364 Ives Hall, Ithaca, NY 14851-0952, USA |
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| Abstract: | Assume we have i.i.d. replications from the corrupted random variable Y=X+ε, where X and ε are independent. We propose a data-driven bandwidth based on cross-validation ideas, for the kernel deconvolution estimator of the density of X. The proposed method is shown to be asymptotically optimal. To cite this article: É. Youndjé, M.T. Wells, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 509–513. |
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