ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS

Daisuke Kurisu, Taisuke Otsu

研究成果: Article査読

1 被引用数 (Scopus)

抄録

This paper studies the uniform convergence rates of Li and Vuong's (1998, Journal of Multivariate Analysis 65, 139-165; hereafter LV) nonparametric deconvolution estimator and its regularized version by Comte and Kappus (2015, Journal of Multivariate Analysis 140, 31-46) for the classical measurement error model, where repeated noisy measurements on the error-free variable of interest are available. In contrast to LV, our assumptions allow unbounded supports for the error-free variable and measurement errors. Compared to Bonhomme and Robin (2010, Review of Economic Studies 77, 491-533) specialized to the measurement error model, our assumptions do not require existence of the moment generating functions of the square and product of repeated measurements. Furthermore, by utilizing a maximal inequality for the multivariate normalized empirical characteristic function process, we derive uniform convergence rates that are faster than the ones derived in these papers under such weaker conditions.

本文言語English
ページ(範囲)172-193
ページ数22
ジャーナルEconometric Theory
38
1
DOI
出版ステータスPublished - 2022 2月 25
外部発表はい

ASJC Scopus subject areas

  • 社会科学(その他)
  • 経済学、計量経済学

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