error component, ordinary smooth, semi-uniform consistency
Deconvolution is a useful statistical technique for recovering an unknown density in the presence of measurement error. Typically, the method hinges on stringent assumptions about the nature of the measurement error, more specifically, that the distribution is entirely known. We relax this assumption in the context of a regression error component model and develop an estimator for the unknown density. We show semi-uniform consistency of the estimator and provide an application to the stochastic frontier model.
Horrace, William C. and Parmeter, Christopher F., "Semiparametric Deconvolution with Unknown Error Variance" (2008). Economics Faculty Scholarship. Paper 20.
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