On linearization of nonparametric deconvolution estimators for repeated measurements model

Daisuke Kurisu and Taisuke Otsu

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Abstract: By utilizing intermediate Gaussian approximations, this paper establishes asymptotic linear representations of nonparametric deconvolution estimators for the classical measurement error model with repeated measurements. Our result is applied to derive confidence bands for the density and distribution functions of the error-free variable of interest and to establish faster convergence rates of the estimators than the ones obtained in the existing literature. Keywords: measurement error, deconvolution, asymptotic linear representation, intermediate Gaussian approximation, confidence band.

Keywords: Measurement error; Deconvolution; Confidence band (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
Date: 2021-07
New Economics Papers: this item is included in nep-ecm and nep-ore
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Persistent link: https://EconPapers.repec.org/RePEc:cep:stiecm:615

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