Groeneboom's local limit conjecture for decreasing deconvolution mixtures
Groeneboom's local limit conjecture for decreasing deconvolution mixtures
Let be a right-continuous decreasing density on with finitely many discontinuity points , and suppose that satisfies
Assume the integrand is zero at the discontinuity points and where is zero; assume also that is bounded and continuous on each , with , and that there are positive constants such that
whenever and for some . Let be the distribution function of nonnegative random variables , continuously differentiable at with , and let the convolution density be
Groeneboom's deconvolution local limit conjecture. For the estimator appearing in the decreasing-mixture deconvolution model,
where is the last time that standard two-sided Brownian motion minus the parabola reaches its maximum. This is the conjectured local limit behavior of the MLE for decreasing mixture densities.
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Sources & referencesView supporting material
Primary source
Piet Groeneboom, “Nonparametric (smoothed) likelihood and integral equations”, arXiv:1205.1984 (2013).
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