Barry, J. and Diggle, Peter J. (1995) Choosing the smoothing parameter in a Fourier approach to non-parametric deconvolution of a density estimate. Journal of Non-parametric Statistics, 4 (3). pp. 223-232. ISSN 1029-0311
Full text not available from this repository.Abstract
In this note we derive a weighted non-linear least squares procedure for choosing the smoothing parameter in a Fourier approach to deconvolution of a density estimate. The method has the advantage over a previous procedure in that it is robust to the range of frequencies over which the model is fitted. A simulation study with different parametric forms for the densities in the convolution equation demonstrates that the method can perform well in practice. A truncated form of the estimator generally has a lower mean asymptotic integrated squared error than an alternative, continuously damped form, but the damped method gives better estimates of tail probabilities.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of Non-parametric Statistics |
| Uncontrolled Keywords: | Deconvolution ; density estimation ; Fourier transform ; smoothing |
| Subjects: | Q Science > QA Mathematics |
| Departments: | Faculty of Science and Technology > Mathematics and Statistics Faculty of Health and Medicine > Medicine VC's Office |
| ID Code: | 19553 |
| Deposited By: | ep_ss_importer |
| Deposited On: | 11 Nov 2008 11:21 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 15:32 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/19553 |
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