Deconvolution from panel data with unknown error distribution

DOI10.1016/j.jmva.2006.09.012zbMath1206.62063MaRDI QIDQ2426739

Michael H. Neumann

Publication date: 23 April 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.09.012

zbMATH Keywords

panel data; strong consistency; minimum distance; nonparametric deconvolution; unknown error distribution

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

Related Items

Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems, Deconvolution with unknown error distribution, Consistent density deconvolution under partially known error distribution, Consistent and rate-optimal density estimation from heteroscedastic data groups

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adaptively local one-dimensional subproblems with application to a deconvolution problem
• Deconvolution-based score tests in measurement error models
• On the optimal rates of convergence for nonparametric deconvolution problems
• Geometrizing rates of convergence. II
• Nonparametric estimation of the measurement error model using multiple indicators.
• A unified approach to inversion problems in statistics
• Inference in components of variance models with low replication
• Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
• On characterizing the gamma and the normal distribution
• A consistent nonparametric density estimator for the deconvolution problem
• Deconvolving kernel density estimators
• Optimal Rates of Convergence for Deconvolving a Density
• On the Zeros and the Argument of a Characteristic Function
• On the effect of estimating the error density in nonparametric deconvolution
• Density Estimation for the Case of Supersmooth Measurement Error
• On inverse problems with unknown operators
• On the effect of misspecifying the error density in a deconvolution problem
• Consistent deconvolution in density estimation
• Semiparametric Estimation of Regression Models for Panel Data
• Selected Topics in Characteristic Functions
• Adaptive estimation for inverse problems with noisy operators