Groeneboom's local limit conjecture for decreasing deconvolution mixtures

From papers

Let gg be a right-continuous decreasing density on [0,)[0,\infty) with finitely many discontinuity points a0=0<a1<<ama_0=0<a_1<\dots<a_m, and suppose that gg' satisfies

(0,)g(x)2g(x)dx<.\int_{(0,\infty)}\frac{g'(x)^2}{g(x)}\,dx<\infty.

Assume the integrand is zero at the discontinuity points and where gg is zero; assume also that gg' is bounded and continuous on each (ai1,ai)(a_{i-1},a_i), with am+1=a_{m+1}=\infty, and that there are positive constants k1,k2k_1,k_2 such that

g(t+u)k1g(t)|g'(t+u)|\leq k_1|g'(t)|

whenever 0<u<k20<u<k_2 and ai<t<t+u<ai+1a_i<t<t+u<a_{i+1} for some 0im0\leq i\leq m. Let F0F_0 be the distribution function of nonnegative random variables XiX_i, continuously differentiable at z0>0z_0>0 with f0(z0)>0f_0(z_0)>0, and let the convolution density be

h(z)=g(zx)dF0(x),z0.h(z)=\int g(z-x)\,dF_0(x),\qquad z\geq 0.

Groeneboom's deconvolution local limit conjecture. For the estimator Fn(1)F_n^{(1)} appearing in the decreasing-mixture deconvolution model,

n1/3{Fn(1)(z0)F0(z0)}f0(z0)1/3{2i=0m(g(ai)g(ai))2h(z0+ai)}1/3D2Z,n^{1/3}\{F_n^{(1)}(z_0)-F_0(z_0)\}f_0(z_0)^{-1/3}\left\{2\sum_{i=0}^m\frac{(g(a_i)-g(a_i-))^2}{h(z_0+a_i)}\right\}^{1/3}\stackrel{\cal D}{\longrightarrow}2Z,

where ZZ is the last time that standard two-sided Brownian motion minus the parabola y(t)=t2y(t)=t^2 reaches its maximum. This is the conjectured local limit behavior of the MLE for decreasing mixture densities.

Progress summary

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Sources & referencesView supporting material

Primary source

Piet Groeneboom, “Nonparametric (smoothed) likelihood and integral equations”, arXiv:1205.1984 (2013).

Solutions 0

No solutions have been posted yet.