Conjectured Chernoff limit for the uniform deconvolution MLE
Conjectured Chernoff limit for the uniform deconvolution MLE
Let have a continuous positive density on , where , and let be an interior point. Let be the nonparametric maximum likelihood estimator of . Let be two-sided Brownian motion on originating from zero. Conjectured Chernoff limit. The normalized estimation error is conjectured to satisfy
This conjectures a cube-root asymptotic distribution of Chernoff type for the nonparametric MLE in the uniform deconvolution model. The surrounding discussion contrasts the fixed and mixed models and indicates that the asserted behavior remains a conjecture in the uniform case.
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Sources & referencesView supporting material
Primary source
Piet Groeneboom and Geurt Jongbloed, “Nonparametric Estimation in Uniform Deconvolution and Interval Censoring”, arXiv:2504.14555 (2025).
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