Consistent density deconvolution under partially known error distribution
We estimate the distribution of a real-valued random variable from contaminated observations. The additive error is supposed to be normally distributed, but with an unknown variance. The distribution is identifiable from the observations if we restrict the class of considered distributions by a simple condition in the time domain. A minimum distance estimator is shown to be consistent imposing only a slightly stronger assumption than the identification condition.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 80 (2010)
Issue (Month): 3-4 (February)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
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.:
- Neumann, Michael H., 2007. "Deconvolution from panel data with unknown error distribution," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1955-1968, November.
- Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne, 2011.
"Convergence Rates For Ill-Posed Inverse Problems With An Unknown Operator,"
Cambridge University Press, vol. 27(03), pages 522-545, June.
- JOHANNES, Jan & VAN BELLEGEM, Sébastien & VANHEMS, Anne, "undated". "Convergence rates for ill-posed inverse problems with an unknown operator," CORE Discussion Papers RP 2330, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Johannes, Jan & Van Bellegem, Sébastien & Vanhems, Anne, 2009. "Convergence Rates for III-Posed Inverse Problems with an Unknown Operator," TSE Working Papers 09-030, Toulouse School of Economics (TSE).
- Hall P. & Simar L., 2002. "Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 523-534, June.
- Hall, P. & Simar, L., 2000. "Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error," Papers 0012, Catholique de Louvain - Institut de statistique.
- 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. Full references (including those not matched with items on IDEAS)