Please use this identifier to cite or link to this item:
|Title:||Semiparametric density deconvolution||Authors:||Hazelton, M.L.
|Issue Date:||Mar-2010||Citation:||Hazelton, M.L., Turlach, B.A. (2010-03). Semiparametric density deconvolution. Scandinavian Journal of Statistics 37 (1) : 91-108. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9469.2009.00669.x||Abstract:||A new semiparametric method for density deconvolution is proposed, based on a model in which only the ratio of the unconvoluted to convoluted densities is specified parametrically. Deconvolution results from reweighting the terms in a standard kernel density estimator, where the weights are defined by the parametric density ratio. We propose that in practice, the density ratio be modelled on the log-scale as a cubic spline with a fixed number of knots. Parameter estimation is based on maximization of a type of semiparametric likelihood. The resulting asymptotic properties for our deconvolution estimator mirror the convergence rates in standard density estimation without measurement error when attention is restricted to our semiparametric class of densities. Furthermore, numerical studies indicate that for practical sample sizes our weighted kernel estimator can provide better results than the classical non-parametric kernel estimator for a range of densities outside the specified semiparametric class. © 2009 Board of the Foundation of the Scandinavian Journal of Statistics.||Source Title:||Scandinavian Journal of Statistics||URI:||http://scholarbank.nus.edu.sg/handle/10635/105351||ISSN:||03036898||DOI:||10.1111/j.1467-9469.2009.00669.x|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Jan 31, 2023
WEB OF SCIENCETM
checked on Jan 24, 2023
checked on Feb 2, 2023
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.