Publication:
Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors

datacite.subject.fos oecd::Natural sciences::Computer and information sciences
dc.contributor.author Cao Xuan Phuong
dc.contributor.author Le Thi Hong Thuy
dc.contributor.author Vo Nguyen Tuyet Doan
dc.date.accessioned 2022-10-31T08:04:47Z
dc.date.available 2022-10-31T08:04:47Z
dc.date.issued 2021
dc.description.abstract Let X, Y ,W, δ and ε be continuous univariate random variables defined on a probability space such that Y = X + ε and W = X + δ. Herein X, δ and ε are assumed to be mutually independent. The variables ε and δ are called classical and Berkson errors, respectively. Their distributions are known exactly. Supposewe only observe a random sample Y1, . . . , Yn from the distribution of Y . This paper is devoted to a nonparametric estimation of the unknown cumulative distribution function FW of W based on the observations as well as on the distributions of ε, δ. An estimator for FW depending on a smoothing parameter is suggested. It is shown to be consistent with respect to the mean squared error. Under certain regularity assumptions on the densities of X, δ and ε, we establish some upper and lower bounds on the convergence rate of the proposed estimator. Finally, we perform some numerical examples to illustrate our theoretical results.
dc.identifier.doi 10.1007/s00184-021-00830-5
dc.identifier.uri http://repository.vlu.edu.vn:443/handle/123456789/420
dc.language.iso en_US
dc.relation.ispartof Metrika
dc.relation.issn 0026-1335
dc.relation.issn 1435-926X
dc.subject "Cumulative distribution function
dc.subject Deconvolution
dc.subject Berkson errors
dc.subject Classical errors"
dc.title Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
dc.type journal-article
dspace.entity.type Publication
oaire.citation.issue 3
oaire.citation.volume 85
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