1,008 research outputs found
Density deconvolution from repeated measurements without symmetry assumption on the errors
We consider deconvolution from repeated observations with unknown error
distribution. So far, this model has mostly been studied under the additional
assumption that the errors are symmetric.
We construct an estimator for the non-symmetric error case and study its
theoretical properties and practical performance. It is interesting to note
that we can improve substantially upon the rates of convergence which have so
far been presented in the literature and, at the same time, dispose of most of
the extremely restrictive assumptions which have been imposed so far
Estimation of the characteristics of a LĂ©vy process observed at arbitrary frequency
A Lévy process is observed at time points of distance Δ until time T. We construct an estimator of the Lévy-Khinchine characteristics of the process and derive optimal rates of convergence simultaneously in T and Δ. Thereby, we encompass the usual low- and high-frequency assumptions and obtain also asymptotics in the mid-frequency regime.Jump process, Lévy measure, deconvolution problem, statistical inverse problem
Does Immunity Mean Impunity? The Legal and Political Battle of Household Workers Against Trafficking and Exploitation by Their Foreign Diplomat Employers
Does Immunity Mean Impunity? The Legal and Political Battle of Household Workers Against Trafficking and Exploitation by Their Foreign Diplomat Employers
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