Estimation of Distributions , Moments and Quantiles in Deconvolution Problems

@inproceedings{HallEstimationOD,
  title={Estimation of Distributions , Moments and Quantiles in Deconvolution Problems},
  author={Peter W. Hall and Soumendra Nath Lahiri}
}
When using the bootstrap in the presence of measurement error, we must first estimate the target distribution function; we cannot directly resample, since we do not have a sample from the target. These and other considerations motivate the development of estimators of distributions, and of related quantities such as moments and quan-tiles, in errors-in-variables settings. We show that such estimators have curious and unexpected properties. For example, if the distributions of the variable of… CONTINUE READING
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