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Estimation of multiplicative measurement-error models and some simulation results

โœ Scribed by An-loh Lin


Book ID
116100709
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
435 KB
Volume
31
Category
Article
ISSN
0165-1765

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Nonparametric Estimation of the Measurem
โœ Tong Li; Quang Vuong ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 413 KB

This paper considers the nonparametric estimation of the densities of the latent variable and the error term in the standard measurement error model when two or more measurements are available. Using an identification result due to Kotlarski we propose a two-step nonparametric procedure for estimati