Arbeitspapier
Regression quantiles with errors-in-variables
In a lot of situations, variables are measured with errors. While this problem has been previously studied in the kontext of kernel regression, no work has been done in quantile regression. To estimate this function we use deconvoluting kernel estimators. The asymptotic behaviour of these estimators depends on the smoothness of the noise distribution.
- Language
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Englisch
- Bibliographic citation
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Series: SFB 373 Discussion Paper ; No. 2003,32
- Classification
-
Wirtschaft
- Subject
-
Regression
Schätztheorie
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Ioannides, D. A.
Matzner-Lober, E.
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
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Berlin
- (when)
-
2003
- Handle
- URN
-
urn:nbn:de:kobv:11-10050356
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Ioannides, D. A.
- Matzner-Lober, E.
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 2003
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