Consistency of maximum likelihood estimators in a large class of deconvolution models
Canadian Journal of Statistics2012Vol. 41(1), pp. 98–110
Citations Over TimeTop 23% of 2012 papers
Abstract
Abstract We consider the maximum likelihood estimator $\hat{F}_n$ of a distribution function in a class of deconvolution models where the known density of the noise variable is of bounded variation. This class of noise densities contains in particular bounded, decreasing densities. The estimator $\hat{F}_n$ is defined, characterized in terms of Fenchel optimality conditions and computed. Under appropriate conditions, various consistency results for $\hat{F}_n$ are derived, including uniform strong consistency. The Canadian Journal of Statistics 41: 98–110; 2013 © 2012 Statistical Society of Canada
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