ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS
From MaRDI portal
Publication:5065461
DOI10.1017/S0266466620000572zbMath1493.62610OpenAlexW3124703208MaRDI QIDQ5065461
Publication date: 21 March 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466620000572
Related Items (3)
NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS ⋮ Estimation of varying coefficient models with measurement error ⋮ Nonparametric estimation of additive models with errors-in-variables
Cites Work
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Nonparametric estimation for Lévy processes from low-frequency observations
- On the optimal rates of convergence for nonparametric deconvolution problems
- Nonparametric estimation of the measurement error model using multiple indicators.
- Robust estimation of generalized linear models with measurement errors.
- Robust and consistent estimation of nonlinear errors-in-variables models
- Inference on distribution functions under measurement error
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
- On deconvolution with repeated measurements
- A ridge-parameter approach to deconvolution
- On characterizing the gamma and the normal distribution
- SOME EXTENSIONS OF A LEMMA OF KOTLARSKI
- Identification and Estimation of Auction Models with Unobserved Heterogeneity
- Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics
- Asymptotic Statistics
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- Identifying Distributional Characteristics in Random Coefficients Panel Data Models
- SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS
- Introduction to nonparametric estimation
This page was built for publication: ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS