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Consistent deconvolution in density estimation
Authors:Luc Devroye
Abstract:
Suppose we have n observations from X = Y + Z, where Z is a noise component with known distribution, and Y has an unknown density f. When the characteristic function of Z is nonzero almost everywhere, we show that it is possible to construct a density estimate fn such that for all f, Iimn| |=0.
Keywords:Density estimation  deconvolution  random noise  signal detection  convergence  consistency  characteristic function
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