S. Gugushvili

most citedDecompounding under Gaussian noise

6 citations · 7 across the 2 of their papers we have counts for

collaborators

3 papers

stat.ME2008★ 1 cited

Some thoughts on the asymptotics of the deconvolution kernel density estimator

Bert van Es, Shota Gugushvili

Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour p…

math.ST2007★ 6 cited

Decompounding under Gaussian noise

Shota Gugushvili

Assuming that a stochastic process $X = (X_{t})_{t \geq 0}$ is a sum of a compound Poisson process $Y = (Y_{t})_{t \geq 0}$ with known intensity $λ$ and unknown jump size density $f,$ and an…

math.ST2007★ 20 cited

Deconvolution for an atomic distribution

Bert van Es, Shota Gugushvili, Peter Spreij

Let $X_{1}, ..., X_{n}$ be i.i.d. observations, where $X_{i} = Y_{i} + σ Z_{i}$ and $Y_{i}$ and $Z_{i}$ are independent. Assume that unobservable $Y$ 's are distributed as a random variable $U V,$ where…