A Note on the Asymptotic Normality of the Kernel Deconvolution Density Estimator with Logarithmic Chi-Square Noise
This paper studies the asymptotic normality for the kernel deconvolution estimator when the noise distribution is logarithmic chi-square; both identical and independently distributed observations and strong mixing observations are considered. The dependent case of the result is applied to obtain the...
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| Format: | Article |
| Language: | English |
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MDPI AG
2015-07-01
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| Series: | Econometrics |
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| Online Access: | http://www.mdpi.com/2225-1146/3/3/561 |