Estimating a mixing distribution in a multiple observation setting

Y. P. Mack and Norman S. Matloff

Statistics & Probability Letters, 1990, vol. 10, issue 5, 369-376

Abstract: Given unobservable i.i.d. r.v.'s Mi with c.d.f. F, and observable r.v.'s Yij with E(YijMi) = Mi; we study a nonparametric estimate of F based on the Yij's by conditioning and kernel techniques. This investigation extends previous works of Blischke (1965) and James (1978).

Keywords: Mixing; distribution; multiple; observation; deconvolution; Berry-Esséen; nonparametric; estimation; asymptotic; normality (search for similar items in EconPapers)
Date: 1990
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