Deconvolution from panel data with unknown error distribution
AbstractWe devise a new method of estimating a distribution in a deconvolution model with panel data and an unknown distribution of the additive errors. We prove strong consistency under a minimal condition concerning the zero sets of the involved characteristic functions.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 98 (2007)
Issue (Month): 10 (November)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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TSE Working Papers
09-097, Toulouse School of Economics (TSE).
- Schwarz, Maik & Van Bellegem, Sébastien, 2010. "Consistent density deconvolution under partially known error distribution," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 236-241, February.
- Schwarz, Maik & Van Bellegem, Sébastien, 2009. "Consistent Density Deconvolution under Partially Known Error Distribution," IDEI Working Papers 632, Institut d'Économie Industrielle (IDEI), Toulouse.
- Johanna Kappus & Gwennaelle Mabon, 2013. "Adaptive Density Estimation in Deconvolution Problems with Unknown Error Distribution," Working Papers 2013-31, Centre de Recherche en Economie et Statistique.
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