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Estimating the Upper Support Point in Deconvolution

Estimating the Upper Support Point in Deconvolution

Abstract. We consider estimation of the upper boundary point F āˆ’1 (1) of a distribution function F with finite upper boundary or ā€˜frontierā€™ in deconvolution problems, primarily focusing on deconvolution models where the noise density is decreasing on the positive halfline. Our estimates are based on the (nonā€parametric) maximum likelihood ā€¦