Uniform confidence bands in deconvolution with unknown error distribution
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DOI: 10.1016/j.jeconom.2018.07.001
Abstract: This paper develops a method to construct uniform confidence bands in deconvolution when the error distribution is unknown. We mainly focus on the baseline setting where an auxiliary sample from the error distribution is available… read more here.
Keywords: confidence; confidence bands; error distribution; uniform confidence ... See more keywords