Density Estimation in the Context of Deconvolution

• Activity Number: 289 - Recent Advances in Mathematical Statistics and Probability
• Type: Contributed
• Date/Time: Wednesday, August 11, 2021 : 1:30 PM to 3:20 PM
• Sponsor: IMS
• Author(s): Sucharita Ghosh*
• Companies: Swiss Federal Research Institute WSL
• Keywords: Characteristic function; Density estimation

Abstract

We are interested in density estimation using replicated observations on n individuals with measurement errors. So, while we are interested in a random variable X, data on X are unavailable. The only available observations are on the sum Y=X+U, where U is another unobserved random variable. In this talk we revisit the problem of estimating the density of X using the characteristic function and discuss some asymptotic theory when in particular n tends to infinity. Numerical examples will be used for illustration.