Document Type
Article
Date
4-2008
Keywords
error component, ordinary smooth, semi-uniform consistency
Disciplines
Economics
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 an application to the stochastic frontier model.
Recommended Citation
Horrace, William C. and Parmeter, Christopher F., "Semiparametric Deconvolution with Unknown Error Variance" (2008). Economics - All Scholarship. 20.
https://surface.syr.edu/ecn/20
Source
local input
Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.
