Deconvolution boundary kernel method in nonparametric density estimation |
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Authors: | Shunpu Zhang Rohana J Karunamuni |
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Institution: | 1. Department of Statistics, University of Nebraska Lincoln, Lincoln, NE 68583-0963, USA;2. Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, Alberta, Canada T6G 2G1 |
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Abstract: | This paper considers the nonparametric deconvolution problem when the true density function is left (or right) truncated. We propose to remove the boundary effect of the conventional deconvolution density estimator by using a special class of kernels: the deconvolution boundary kernels. Methods for constructing such kernels are provided. The mean squared error properties, including the rates of convergence, are investigated for supersmooth and ordinary smooth errors. Numerical simulations show that the deconvolution boundary kernel estimator successfully removes the boundary effects of the conventional deconvolution density estimator. |
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Keywords: | Deconvolution Boundary kernel function Nonparametric density estimation Fourier transformation Global optimal bandwidth |
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