Weak convergence of the supremum distance for supersmooth kernel deconvolution
arXiv:0802.2186 · doi:10.1016/j.spl.2008.05.002
Abstract
We derive the asymptotic distribution of the supremum distance of the deconvolution kernel density estimator to its expectation for certain supersmooth deconvolution problems. It turns out that the asymptotics are essentially different from the corresponding results for ordinary smooth deconvolution.
12 pages