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Article
Semiparametric Deconvolution with Unknown Error Variance
Economics - All Scholarship
  • William C Horrace, Syracuse University
  • Christopher F Parmeter, University of Miami
Document Type
Article
Date
4-1-2008
Keywords
  • error component,
  • ordinary smooth,
  • semi-uniform consistency
Disciplines
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.

Source
local input
Creative Commons License
Creative Commons Attribution 3.0
Citation Information
William C Horrace and Christopher F Parmeter. "Semiparametric Deconvolution with Unknown Error Variance" (2008)
Available at: http://works.bepress.com/horrace/22/