Speed of convergence for estimators of finite translation mixture distributions

Citation
Gs. Dissanayake et Fh. Ruymgaart, Speed of convergence for estimators of finite translation mixture distributions, J NONPARA S, 12(5), 2000, pp. 727-736
Citations number
17
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF NONPARAMETRIC STATISTICS
ISSN journal
10485252 → ACNP
Volume
12
Issue
5
Year of publication
2000
Pages
727 - 736
Database
ISI
SICI code
1048-5252(2000)12:5<727:SOCFEO>2.0.ZU;2-N
Abstract
A suitably tapered Fourier transform is used to obtain a simple and explici t construction of estimators for the c.d.f.'s of finite translation mixture s. An a.s. speed of L-1-convergence is derived for these c.d.f.'s which cor roborates the lower bound for such rates recently derived in Chen (1995) fo r arbitrary mixtures. In the translation case the rates are determined by t he tail behavior of the Fourier transform of the kernel of the given locati on family, i.e., by the degree of ill-posedness of the mixture problem.