Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators

Journal of Multivariate Analysis

Volumn 65, Issue 2, 1998, Pages 139-165

  Li, Tong ^a   Vuong, Quang ^a  

^a NONE

Author keywords

Fourier transformation; Measurement error model; Multiple indicators; Nonparametric density estimation; Uniform convergence rate

Indexed keywords

EID: 0011702253     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1998.1741     Document Type: Article

References (14)

1. Beran R., Hall P. Estimating coefficient distributions in random coefficient regressions. Ann. Statist. 20:1992;1970-1984.
2. Bhattacharya R. N., Ranga Rao R. Normal Approximation and Asymptotic Expansions. 1976;Wiley, New York.
3. Chung K. L. An estimate concerning the Kolmogorov limit distribution. Trans. Amer. Math. Soc. 67:1949;36-50.
4. Csörgö S. Empirical characteristic functions. Carleton-Ottawa Math. Lecture Notes Ser. 26:1980.
5. Csörgö S. Limit behavior of the empirical characteristic function. Ann. Probab. 9:1981;130-144.
6. Diggle P. J., Hall P. A Fourier approach to nonparametric deconvolution of a density estimate. J. Royal Statist. Soc. Ser. B. 55:1993;523-531.
7. Epps T. Characteristic functions and their empirical counterparts: Geometrical interpretations and applications to statistical inference. Amer. Statist. 47:1993;33-38.
8. Fan J. Q. On the optimal rates of convergence for nonparametric deconvolution problems. Ann. Statist. 19:1991;1257-1272.
9. Horowitz J. L., Markatou M. Semiparametric estimation of regression models for panel data. Rev. Econom. Stud. 63:1996;145-168.
10. Lukacs E. Characteristic Functions. 1970;Griffin, London.
11. Luke Y. L. The Special Functions and Their Approximations. 1969;Academic Press, San Diego.
12. Parakasa Rao B. L. S. Nonparametric Functional Estimation. 1983;Academic Press, San Diego.
13. Parakasa Rao B. L. S. Identifiability in Stochastic Models: Characterization of Probability Distributions. 1992;Academic Press, San Diego.
14. Serfling R. J. Approximation Theorems of Mathematical Statistics. 1980;Wiley, New York.