04/03/2008 - 16:10
04/03/2008 - 17:30
Short Title: 
STA/BST 290: Ulrich Stadtmueller
Short Desc: 
On some deconvolution problems

THURSDAY, April 3rd, 2008

 

Speaker: Ulrich Stadtmueller (University of Ulm, Germany)

Title: On some deconvolution problems

Abstract: In the talk we will focus on two topics. At first we will discuss asymptotic results for the so-called TAYLEX- and SIMEX-methods for estimating a density fX having only data from the density fX convoluted with some noise density fε at hand. The advantage of these methods compared to the usual approach with a deconvolution kernel is that only partial information on the noise density is required. Secondly, we will discuss a method and related asymptotic results for estimating the density fX from data being sums of iid copies of X of possibly different orders.