Rates of convergence for constrained deconvolution problem
Denis Belomestny
Abstract
Let X and Y be two independent identically distributed random variables with density p(x) and Z=αX+βY for some constants α>0 and β>0. We consider the problem of estimating p(x) by means of the samples from the distribution of Z. Non-parametric estimator based on the sync kernel is constructed and asymptotic behaviour of the corresponding mean integrated square error is investigated.
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