Abstract
By utilizing intermediate Gaussian approximations, this paper establishes asymptotic linear representations of nonparametric deconvolution estimators for the classical measurement error model with repeated measurements. Our result is applied to derive confidence bands for the density and distribution functions of the error-free variable of interest and to establish faster convergence rates of the estimators than the ones obtained in the existing literature. Due to slower decay rates of the linearization errors, however, our bootstrap counterparts for confidence bands need to be constructed by subsamples.
Original language | English |
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Article number | 104921 |
Journal | Journal of Multivariate Analysis |
Volume | 189 |
DOIs | |
Publication status | Published - 2022 May |
Externally published | Yes |
Keywords
- Asymptotic linear representation
- Confidence band
- Deconvolution
- Intermediate Gaussian approximation
- Measurement error
ASJC Scopus subject areas
- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty