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Deconvolution for an atomic distribution
Asymptotic normality atomic distribution deconvolution kernel density estimator
2009/9/16
Let $X_1,ldots, X_n$ be i.i.d. observations, where $X_i=Y_i+sigma Z_i $ and $Y_i$ and $Z_i$ are independent. Assume that unobservable $Y$'s are distributed as a random variable $UV$, where $U$ and $V$...