Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22247
Authors: 
Ioannides, D. A.
Matzner-Lober, E.
Year of Publication: 
2003
Series/Report no.: 
Discussion papers of interdisciplinary research project 373 2003,32
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.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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