Deconvolution under monotonicity assumptions

Dragi Anevski

Centre for Mathematical Sciences
Mathematical Statistics
Lund Institute of Technology,
Lund University,
1999

ISSN 1403-9338

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Abstract:

We state limit distribution results for the isotonic inverse estimator of a distribution function when the data are disturbed by a random variable with a decreasing density. Three different dependence structures are considered: independent, weak dependent and suboordinated gaussian long range dependent data.