Estimation of distribution functions, their jumps and interval probabilities under measurement error

Kairat Mynbaev, Carlos Martins-Filho and Chad Brown

Papers from arXiv.org

Abstract: We consider the classical additive measurement-error model $X=Y+Z$, where the latent random variable $Y$ has unknown distribution $F_Y$ and the error $Z$ has a known distribution. We develop direct estimators for three functionals of $F_Y$: (i) $F_Y(x)$ at continuity points; (ii) interval probabilities $F_Y(y)-F_Y(x)$ when $x

Date: 2026-08
References: Add references at CitEc
Citations:

Downloads: (external link)
https://arxiv.org/pdf/2608.13152 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2608.13152

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().