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
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
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- Peter Hall & Qiwei Yao, 2003. "Inference in components of variance models with low replication," LSE Research Online Documents on Economics 17701, London School of Economics and Political Science, LSE Library.
- Schwarz, Maik & Van Bellegem, Sébastien, 2009.
"Consistent Density Deconvolution under Partially Known Error Distribution,"
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.
- Delaigle, Aurore & Meister, Alexander, 2007. "Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1416-1426, December.
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