Density deconvolution for generalized skew-symmetric distributions

  title={Density deconvolution for generalized skew-symmetric distributions},
  author={Cornelis J. Potgieter},
  journal={Journal of Statistical Distributions and Applications},
  • C. Potgieter
  • Published 5 June 2017
  • Mathematics
  • Journal of Statistical Distributions and Applications
The density deconvolution problem is considered for random variables assumed to belong to the generalized skew-symmetric (GSS) family of distributions. The approach is semiparametric in that the symmetric component of the GSS distribution is assumed known, and the skewing function capturing deviation from the symmetric component is estimated using a deconvolution kernel approach. This requires the specification of a bandwidth parameter. The mean integrated square error (MISE) of the GSS… 


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