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Humboldt-Universität Berlin >
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin >
Discussion Papers, SFB 373, HU Berlin >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/22247
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Ioannides, D. A. | | en_US |
| dc.contributor.author | | Matzner-Lober, E. | | en_US |
| dc.date.accessioned | | 2009-01-29T14:55:05Z | | - |
| dc.date.available | | 2009-01-29T14:55:05Z | | - |
| dc.date.issued | | 2003 | | en_US |
| dc.identifier.pi | | urn:nbn:de:kobv:11-10050356 | | - |
| dc.identifier.uri | | http://hdl.handle.net/10419/22247 | | - |
| dc.description.abstract | | 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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | | | en_US |
| dc.relation.ispartofseries | | Discussion papers of interdisciplinary research project 373 2003,32 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.stw | | Regression | | en_US |
| dc.subject.stw | | Schätztheorie | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Regression quantiles with errors-in-variables | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 379165465 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:sfb373:200332 | | - |
| Appears in Collections: | | Discussion Papers, SFB 373, HU Berlin
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