Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/79575
Authors: 
Söhl, Jakob
Trabs, Mathias
Year of Publication: 
2012
Series/Report no.: 
SFB 649 Discussion Paper 2012-046
Abstract: 
We estimate linear functionals in the classical deconvolution problem by kernel estimators. We obtain a uniform central limit theorem with square root n rate on the assumption that the smoothness of the functionals is larger than the ill-posedness of the problem, which is given by the polynomial decay rate of the characteristic function of the error. The limit distribution is a generalized Brownian bridge with a covariance structure that depends on the characteristic function of the error and on the functionals. The proposed estimators are optimal in the sense of semiparametric efficiency. The class of linear functionals is wide enough to incorporate the estimation of distribution functions. The proofs are based on smoothed empirical processes and mapping properties of the deconvolution operator.
Subjects: 
Deconvolution
Donsker theorem
Efficiency
Distribution function
Smoothed empirical processes
Fourier multiplier
JEL: 
C14
Document Type: 
Working Paper

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