Autor(es): Proença, Isabel
Data: 2006
Identificador Persistente: http://hdl.handle.net/10400.5/28427
Origem: Repositório da Universidade de Lisboa
Assunto(s): Deconvolution; Density Estimation; Errors-In-Variables; Kernel; Simulations
Autor(es): Proença, Isabel
Data: 2006
Identificador Persistente: http://hdl.handle.net/10400.5/28427
Origem: Repositório da Universidade de Lisboa
Assunto(s): Deconvolution; Density Estimation; Errors-In-Variables; Kernel; Simulations
Deconvolving kernel estimators when noise is Gaussian entail heavy calculations. In order to obtain the density estimates numerical evaluation of a specific integral is needed. This work proposes an approximation to the deconvolving kernel which simplifies considerably calculations by avoiding the typical numerical integration. Simulations included indicate that the lost in performance relatively to the true deconvolving kernel, is almost negligible in finite samples