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Estimating a mixing distribution in a multiple observation setting

Given unobservable i.i.d. r.v.'s Mi with c.d.f. F, and observable r.v.'s Yij with E(YijMi) = Mi; we study a nonparametric estimate of F based on the Yij's by conditioning and kernel techniques. This investigation extends previous works of Blischke (1965) and James (1978).
Year of publication:
1990
Authors: Mack, Y. P. ; Matloff, Norman S.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 10.1990, 5, p. 369-376
Publisher: Elsevier
Keywords: Mixing distribution multiple observation deconvolution Berry-Esséen nonparametric estimation asymptotic normality
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005223845
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