Non-Parametric Confidence Bands in Deconvolution Density Estimation
Non-Parametric Confidence Bands in Deconvolution Density Estimation
Summary Uniform confidence bands for densities f via non-parametric kernel estimates were first constructed by Bickel and Rosenblatt. In this paper this is extended to confidence bands in the deconvolution problem g=f*ψ for an ordinary smooth error density ψ. Under certain regularity conditions, we obtain asymptotic uniform confidence bands based …