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dc.contributor.authorIoannides, D. A.en
dc.contributor.authorMatzner-Lober, E.en
dc.date.accessioned2009-01-29T14:55:05Z-
dc.date.available2009-01-29T14:55:05Z-
dc.date.issued2003-
dc.identifier.piurn:nbn:de:kobv:11-10050356en
dc.identifier.urihttp://hdl.handle.net/10419/22247-
dc.description.abstractIn 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
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlinen
dc.relation.ispartofseries|aSFB 373 Discussion Paper |x2003,32en
dc.subject.ddc330en
dc.subject.stwRegressionen
dc.subject.stwSchätztheorieen
dc.subject.stwTheorieen
dc.titleRegression quantiles with errors-in-variables-
dc.typeWorking Paperen
dc.identifier.ppn379165465en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb373:200332en

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