Rates of convergence for constrained deconvolution problem
Abstract
Description
Let $X$ and $Y$ be two independent identically distributed random variables with density $p(x)$ and $Z=αX+βY$ for some constants $α>0$ and $β>0$. We consider the problem of estimating $p(x)$ by means of the samples from the distribution of $Z$. Non-parametric estimator based on the sync kernel is constructed and asymptotic behaviour of the corresponding mean integrated square error is investigated.