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https://hdl.handle.net/10419/22247
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Ioannides, D. A. | en |
dc.contributor.author | Matzner-Lober, E. | en |
dc.date.accessioned | 2009-01-29T14:55:05Z | - |
dc.date.available | 2009-01-29T14:55:05Z | - |
dc.date.issued | 2003 | - |
dc.identifier.pi | urn:nbn:de:kobv:11-10050356 | en |
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 |
dc.language.iso | eng | en |
dc.publisher | |aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlin | en |
dc.relation.ispartofseries | |aSFB 373 Discussion Paper |x2003,32 | en |
dc.subject.ddc | 330 | en |
dc.subject.stw | Regression | en |
dc.subject.stw | Schätztheorie | en |
dc.subject.stw | Theorie | en |
dc.title | Regression quantiles with errors-in-variables | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 379165465 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:sfb373:200332 | en |
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