On the uniform convergence of deconvolution estimators from repeated measurements

DOI10.1017/S0266466620000572zbMATH Open1493.62610OpenAlexW3124703208MaRDI QIDQ5065461FDOQ5065461

Authors: Daisuke Kurisu, Taisuke Otsu 

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

Recommendations

• On linearization of nonparametric deconvolution estimators for repeated measurements model
• scientific article
• 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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Asymptotic Statistics
• SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS
• Introduction to nonparametric estimation
• On deconvolution with repeated measurements
• On the optimal rates of convergence for nonparametric deconvolution problems
• Generalized non-parametric deconvolution with an application to earnings dynamics
• Identifying Distributional Characteristics in Random Coefficients Panel Data Models
• A ridge-parameter approach to deconvolution
• Nonparametric estimation for Lévy processes from low-frequency observations
• Robust and consistent estimation of nonlinear errors-in-variables models
• NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
• Identification and estimation of auction models with unobserved heterogeneity
• Nonparametric estimation of the measurement error model using multiple indicators.
• Robust estimation of generalized linear models with measurement errors.
• Density deconvolution from repeated measurements without symmetry assumption on the errors
• On characterizing the gamma and the normal distribution
• Inference on distribution functions under measurement error
• Some extensions of a lemma of Kotlarski
• Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
• The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
• Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations

Cited In (4)

• Nonparametric estimation of additive models with errors-in-variables
• On deconvolution as a first stage nonparametric estimator
• NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS
• 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)