期刊
JOURNAL OF MULTIVARIATE ANALYSIS
卷 98, 期 10, 页码 1955-1968出版社
ELSEVIER INC
DOI: 10.1016/j.jmva.2006.09.012
关键词
minimum distance; nonparametric deconvolution; strong consistency; panel data; unknown error distribution
We devise a new method of estimating a distribution in a deconvolution model with panel data and an unknown distribution of the additive errors. We prove strong consistency under a minimal condition concerning the zero sets of the involved characteristic functions. (c) 2006 Elsevier Inc. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据