Document Type

Working Paper

Date

2008

Embargo Period

6-28-2012

Keywords

semi-uniform consistency, error component, semiparametric deconvolution

Language

English

Disciplines

Mathematics

Description/Abstract

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 Monte Carlo evidence that demonstrates the merits of the method.

Additional Information

Harvest from RePEc at http://repec.org

Source

Metadata from RePEc

Included in

Mathematics Commons

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