On the uniform convergence of deconvolution estimators from repeated measurements
From MaRDI portal
Publication:5065461
Recommendations
- On linearization of nonparametric deconvolution estimators for repeated measurements model
- scientific article; zbMATH DE number 5816778
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Rates of convergence of some estimators in a class of deconvolution problems
- On deconvolution with repeated measurements
Cites work
- A ridge-parameter approach to deconvolution
- Asymptotic Statistics
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Generalized non-parametric deconvolution with an application to earnings dynamics
- Identification and estimation of auction models with unobserved heterogeneity
- Identifying Distributional Characteristics in Random Coefficients Panel Data Models
- Inference on distribution functions under measurement error
- Introduction to nonparametric estimation
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- Nonparametric estimation for Lévy processes from low-frequency observations
- Nonparametric estimation of the measurement error model using multiple indicators.
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
- On characterizing the gamma and the normal distribution
- On deconvolution with repeated measurements
- On the optimal rates of convergence for nonparametric deconvolution problems
- Robust and consistent estimation of nonlinear errors-in-variables models
- Robust estimation of generalized linear models with measurement errors.
- Some extensions of a lemma of Kotlarski
- Specification testing for errors-in-variables models
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
Cited in
(5)- On linearization of nonparametric deconvolution estimators for repeated measurements model
- Nonparametric estimation of additive models with errors-in-variables
- Nonparametric significance testing in measurement error models
- On deconvolution as a first stage nonparametric estimator
- Estimation of varying coefficient models with measurement error
This page was built for publication: On the uniform convergence of deconvolution estimators from repeated measurements
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5065461)
