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- W1970086165 abstract "The author studies the effect of a misspecification of the error density on the mean integrated squared error (MISE) of the deconvolution estimator. He shows that the MISE converges to a certain functional which he defines. He also illustrates the fact that the limit can sometimes be infinite. Finally, he derives some guidelines for selecting the error density in order to ensure robustness properties of the procedure. L'auteur étudie l'effet d'une mauvaise spécification de la densité de l'erreur sur l'erreur quadratique moyenne intégrée (EQMI) de l'estimateur de deconvolution. Il montre que l'EQMI converge vers une certaine fonctionnelle qu'il définit. Il illustre aussi le fait que la limite peut parfois ětre infinie. Enfin, il donne des balises sur la façon de choisir la densité de l'erreur de telle sorte que la procédure soit robuste." @default.
- W1970086165 created "2016-06-24" @default.
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- W1970086165 date "2004-12-01" @default.
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- W1970086165 title "On the effect of misspecifying the error density in a deconvolution problem" @default.
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- W1970086165 doi "https://doi.org/10.2307/3316026" @default.
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